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Non-collateralized Nature of Structured Products

Terms and Indicators

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Terms and Indicators

25973 MBSPDRG@EC2511A

Call / Underlying: 2840 SPDR GOLD TRUST

Terms and Indicators

  • NameMBSPDRG@EC2511A
  • TypeStandard
  • Call/PutCall
  • Conversion Ratio0.002
  • Delta93.18%
  • Vega0.53%
  • Theta-0.0846
  • Strike2,038
  • Moneyness15.4 ITM
  • Effective Gearing5.5
  • Hist. Vol of Underlying (30-days)34.76%
  • Gearing6.0
  • Premium1.37%
  • Implied Volatility18.50%
  • Maturity Date (D-M-Y)04/11/2025
  • Listing Date (D-M-Y)02/07/2024
  • Last Trading Date (D-M-Y)28/10/2025
  • Time to Maturity166day(s)
  • Board Lot2,500
  • Outstanding Qty (M)1.18
  • Outstanding Qty2.96%
Last Update : 22-05-2025 10:35(15 mins delayed)

Underlying

2840 SPDR GOLD TRUST

2,410.00+19.000(+0.80%)

Bid
2,410.00
Ask
2,411.00
  • Last2,410.00
  • Open2,400.00
  • High2,414.00
  • Low2,400.00
Last Update : 22-05-2025 10:35 (15 mins delayed)

Documents

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

1 Day

  • Call ($Million) +1.38
  • Put ($Million) +2.73

5 Days

  • Call ($Million) -0.38
  • Put ($Million) +0.19
Last Update : 21-05-2025