Non-collateralized Nature of Structured Products

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Terms and Indicators

16412 MSSPDRG@EC2602A

Call / Underlying: 2840 SPDR GOLD TRUST

Terms and Indicators

  • NameMSSPDRG@EC2602A
  • TypeStandard
  • Call/PutCall
  • Conversion Ratio0.002
  • Delta37.23%
  • Vega6.80%
  • Theta-1.6585
  • Strike3,201
  • Moneyness4.3 OTM
  • Effective Gearing15.2
  • Hist. Vol of Underlying (30-days)17.93%
  • Gearing40.9
  • Premium6.74%
  • Implied Volatility22.64%
  • Maturity Date (D-M-Y)20/02/2026
  • Listing Date (D-M-Y)02/05/2025
  • Last Trading Date (D-M-Y)11/02/2026
  • Time to Maturity70day(s)
  • Board Lot500
  • Outstanding Qty (M)3.74
  • Outstanding Qty4.68%
Last Update : 12-12-2025 16:20(15 mins delayed)

Underlying

2840 SPDR GOLD TRUST

3,069.00+52.000(+1.72%)

Bid
3,069.00
Ask
3,070.00
  • Last3,069.00
  • Open3,055.00
  • High3,070.00
  • Low3,052.00
Last Update : 12-12-2025 16:20 (15 mins delayed)

Documents

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

1 Day

  • Call ($Million) -3.21
  • Put ($Million) -1.8

5 Days

  • Call ($Million) +0.21
  • Put ($Million) +0.31
Last Update : 12-12-2025