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Non-collateralized Nature of Structured Products

Terms and Indicators

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Terms and Indicators

16427 CTSPDRG@EC2510B

Call / Underlying: 2840 SPDR GOLD TRUST

Terms and Indicators

  • NameCTSPDRG@EC2510B
  • TypeStandard
  • Call/PutCall
  • Conversion Ratio0.002
  • Delta8.17%
  • Vega16.13%
  • Theta-2.5824
  • Strike3,050.88
  • Moneyness25.7 OTM
  • Effective Gearing15.3
  • Hist. Vol of Underlying (30-days)20.71%
  • Gearing186.8
  • Premium26.19%
  • Implied Volatility26.35%
  • Maturity Date (D-M-Y)20/10/2025
  • Listing Date (D-M-Y)06/05/2025
  • Last Trading Date (D-M-Y)14/10/2025
  • Time to Maturity119day(s)
  • Board Lot2,500
  • Outstanding Qty (M)0.51
  • Outstanding Qty0.73%
Last Update : 23-06-2025 14:00(15 mins delayed)

Underlying

2840 SPDR GOLD TRUST

2,428.00+6.000(+0.25%)

Bid
2,427.00
Ask
2,429.00
  • Last2,428.00
  • Open2,440.00
  • High2,440.00
  • Low2,422.00
Last Update : 23-06-2025 14:00 (15 mins delayed)

Documents

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

1 Day

  • Call ($Million) +0.49
  • Put ($Million) +2.20

5 Days

  • Call ($Million) -0.13
  • Put ($Million) -3.82
Last Update : 20-06-2025