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Non-collateralized Nature of Structured Products

Terms and Indicators

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Terms and Indicators

16367 HSSPDRG@EC2510C

Call / Underlying: 2840 SPDR GOLD TRUST

Terms and Indicators

  • NameHSSPDRG@EC2510C
  • TypeStandard
  • Call/PutCall
  • Conversion Ratio0.002
  • Delta20.19%
  • Vega10.95%
  • Theta-1.5052
  • Strike2,797
  • Moneyness15.2 OTM
  • Effective Gearing13.1
  • Hist. Vol of Underlying (30-days)27.54%
  • Gearing64.7
  • Premium16.74%
  • Implied Volatility24.32%
  • Maturity Date (D-M-Y)16/10/2025
  • Listing Date (D-M-Y)29/04/2025
  • Last Trading Date (D-M-Y)10/10/2025
  • Time to Maturity132day(s)
  • Board Lot2,500
  • Outstanding Qty (M)6.33
  • Outstanding Qty7.91%
Last Update : 06-06-2025 16:20(15 mins delayed)

Underlying

2840 SPDR GOLD TRUST

2,428.00-10.000(-0.41%)

Bid
2,427.00
Ask
2,429.00
  • Last2,428.00
  • Open2,438.00
  • High2,441.00
  • Low2,425.00
Last Update : 06-06-2025 16:20 (15 mins delayed)

Documents

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

1 Day

  • Call ($Million) -1.59
  • Put ($Million) -8.78

5 Days

  • Call ($Million) +0.02
  • Put ($Million) +6.64
Last Update : 06-06-2025