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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
  • Delta21.28%
  • Vega10.47%
  • Theta-0.6054
  • Strike2,999.99
  • Moneyness30.1 OTM
  • Effective Gearing7.9
  • Hist. Vol of Underlying (30-days)33.73%
  • Gearing37.2
  • Premium32.78%
  • Implied Volatility25.12%
  • 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 Maturity360day(s)
  • Board Lot2,500
  • Outstanding Qty (M)5.21
  • Outstanding Qty13.03%
Last Update : 16-05-2025 16:20(15 mins delayed)

Underlying

2840 SPDR GOLD TRUST

2,306.00+53.000(+2.35%)

Bid
2,306.00
Ask
2,311.00
  • Last2,306.00
  • Open2,315.00
  • High2,325.00
  • Low2,306.00
Last Update : 16-05-2025 16:20 (15 mins delayed)

Documents

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

1 Day

  • Call ($Million) -0.61
  • Put ($Million) -2.48

5 Days

  • Call ($Million) +0.57
  • Put ($Million) -0.67
Last Update : 16-05-2025