Non-collateralized Nature of Structured Products

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Terms and Indicators

23946 MBSPDRG@EP2701A

Put / Underlying: 2840 SPDR GOLD TRUST

Terms and Indicators

  • NameMBSPDRG@EP2701A
  • TypeStandard
  • Call/PutPut
  • Conversion Ratio0.002
  • Delta15.59%
  • Vega7.23%
  • Theta-0.7729
  • Strike2,599.999
  • Moneyness20.4 OTM
  • Effective Gearing6.1
  • Hist. Vol of Underlying (30-days)19.86%
  • Gearing39.4
  • Premium22.98%
  • Implied Volatility35.39%
  • Maturity Date (D-M-Y)05/01/2027
  • Listing Date (D-M-Y)30/12/2025
  • Last Trading Date (D-M-Y)29/12/2026
  • Time to Maturity217day(s)
  • Board Lot500
  • Outstanding Qty (M)0.68
  • Outstanding Qty1.71%
Last Update : 02-06-2026 16:20(15 mins delayed)

Underlying

2840 SPDR GOLD TRUST

3,268.00+28.000(+0.86%)

Bid
3,261.00
Ask
3,268.00
  • Last3,268.00
  • Open3,239.00
  • High3,268.00
  • Low3,211.00
Last Update : 02-06-2026 16:20 (15 mins delayed)

Documents

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

1 Day

  • Call ($Million) +0.40
  • Put ($Million) +0.40

5 Days

  • Call ($Million) -0.26
  • Put ($Million) -0.18
Last Update : 02-06-2026