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Non-collateralized Nature of Structured Products

Terms and Indicators

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Terms and Indicators

16823 MSSPDRG@EC2605A

Call / Underlying: 2840 SPDR GOLD TRUST

Terms and Indicators

  • NameMSSPDRG@EC2605A
  • TypeStandard
  • Call/PutCall
  • Conversion Ratio0.002
  • Delta23.12%
  • Vega10.36%
  • Theta-0.6256
  • Strike3,000.99
  • Moneyness23.8 OTM
  • Effective Gearing8.6
  • Hist. Vol of Underlying (30-days)20.70%
  • Gearing37.0
  • Premium26.51%
  • Implied Volatility23.85%
  • Maturity Date (D-M-Y)04/05/2026
  • Listing Date (D-M-Y)23/05/2025
  • Last Trading Date (D-M-Y)28/04/2026
  • Time to Maturity319day(s)
  • Board Lot2,500
  • Outstanding Qty (M)0.12
  • Outstanding Qty0.15%
Last Update : 19-06-2025 16:20(15 mins delayed)

Underlying

2840 SPDR GOLD TRUST

2,424.00-26.000(-1.06%)

Bid
2,424.00
Ask
2,433.00
  • Last2,424.00
  • Open2,450.00
  • High2,450.00
  • Low2,422.00
Last Update : 19-06-2025 16:20 (15 mins delayed)

Documents

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

1 Day

  • Call ($Million) +0.93
  • Put ($Million) +1.14

5 Days

  • Call ($Million) +0.06
  • Put ($Million) +0.28
Last Update : 18-06-2025