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Non-collateralized Nature of Structured Products

Terms and Indicators

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Terms and Indicators

16946 CISPDRG@EC2601A

Call / Underlying: 2840 SPDR GOLD TRUST

Terms and Indicators

  • NameCISPDRG@EC2601A
  • TypeStandard
  • Call/PutCall
  • Conversion Ratio0.002
  • Delta19.95%
  • Vega11.69%
  • Theta-0.9282
  • Strike2,888
  • Moneyness19.2 OTM
  • Effective Gearing10.9
  • Hist. Vol of Underlying (30-days)20.73%
  • Gearing54.4
  • Premium21.08%
  • Implied Volatility22.83%
  • Maturity Date (D-M-Y)23/01/2026
  • Listing Date (D-M-Y)27/05/2025
  • Last Trading Date (D-M-Y)19/01/2026
  • Time to Maturity217day(s)
  • Board Lot2,500
  • Outstanding Qty (M)0.60
  • Outstanding Qty1.21%
Last Update : 20-06-2025 16:20(15 mins delayed)

Underlying

2840 SPDR GOLD TRUST

2,422.00-2.000(-0.08%)

Bid
2,422.00
Ask
2,423.00
  • Last2,422.00
  • Open2,426.00
  • High2,434.00
  • Low2,416.00
Last Update : 20-06-2025 16:20 (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