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Non-collateralized Nature of Structured Products

Terms and Indicators

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Terms and Indicators

16036 MBSPDRG@EC2605A

Call / Underlying: 2840 SPDR GOLD TRUST

Terms and Indicators

  • NameMBSPDRG@EC2605A
  • TypeStandard
  • Call/PutCall
  • Conversion Ratio0.002
  • Delta24.17%
  • Vega9.89%
  • Theta-0.5978
  • Strike2,999.99
  • Moneyness23.6 OTM
  • Effective Gearing8.3
  • Hist. Vol of Underlying (30-days)20.73%
  • Gearing34.2
  • Premium26.53%
  • Implied Volatility24.22%
  • Maturity Date (D-M-Y)11/05/2026
  • Listing Date (D-M-Y)16/04/2025
  • Last Trading Date (D-M-Y)05/05/2026
  • Time to Maturity325day(s)
  • Board Lot2,500
  • Outstanding Qty (M)3.12
  • Outstanding Qty7.81%
Last Update : 20-06-2025 10:45(15 mins delayed)

Underlying

2840 SPDR GOLD TRUST

2,427.00+3.000(+0.12%)

Bid
2,426.00
Ask
2,427.00
  • Last2,427.00
  • Open2,426.00
  • High2,434.00
  • Low2,426.00
Last Update : 20-06-2025 10:45 (15 mins delayed)

Documents

Warrants Funds Flow (+) Flow In (-) Flow Out

1 Day

  • Call ($Million) +0.26
  • Put ($Million) +0.88

5 Days

  • Call ($Million) -3.7
  • Put ($Million) -3.48
Last Update : 19-06-2025