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Non-collateralized Nature of Structured Products

Terms and Indicators

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Terms and Indicators

28394 DSSPDRG@EC2510A

Call / Underlying: 2840 SPDR GOLD TRUST

0.425 +0.010 (+2.41%)

  • Day High0.430
  • Day Low0.425
  • Open0.425
  • Last Close0.415
  • Turnover
    ($K)
    38
  • Volume
    (K)
    88
Last Update: 03-06-2025 16:20 (15 mins delayed)
Bid*
0.410
Ask*
0.430
0.001
Underlying* 2,427.00 +2.00
*15 mins delayed
Created with Highstock 4.2.509:3110:0011:0012/1314:0015:0016:000.420.430.440.450.4624252430243524402445
Warrants Price
Underlying Price
Listing Date
15-10-2024
Today
03-06-2025
Last Trading Date
15-10-2025
Maturity Date
21-10-2025

Terms and Indicators

  • NameDSSPDRG@EC2510A
  • TypeStandard
  • Call/PutCall
  • Conversion Ratio0.002
  • Delta72.25%
  • Vega2.37%
  • Theta-0.2955
  • Strike2,289
  • Moneyness5.7 ITM
  • Effective Gearing8.3
  • Hist. Vol of Underlying (30-days)31.85%
  • Gearing11.4
  • Premium3.07%
  • Implied Volatility20.22%
  • Maturity Date (D-M-Y)21/10/2025
  • Listing Date (D-M-Y)15/10/2024
  • Last Trading Date (D-M-Y)15/10/2025
  • Time to Maturity140day(s)
  • Board Lot2,500
  • Outstanding Qty (M)4.19
  • Outstanding Qty5.99%
Last Update : 03-06-2025 16:20(15 mins delayed)

Underlying

2840 SPDR GOLD TRUST

2,427.00+2.000(+0.08%)

Bid
2,427.00
Ask
2,428.00
  • Last2,427.00
  • Open2,430.00
  • High2,441.00
  • Low2,424.00
Last Update : 03-06-2025 16:20 (15 mins delayed)

Documents

  • -

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

1 Day

  • Call ($Million) -1.2
  • Put ($Million) -0.74

5 Days

  • Call ($Million) +6.10
  • Put ($Million) +6.46
Last Update : 03-06-2025