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Non-collateralized Nature of Structured Products

Terms and Indicators

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Terms and Indicators

28598 MSSPDRG@EC2510A

Call / Underlying: 2840 SPDR GOLD TRUST

0.420 -0.015 (-3.45%)

  • Day High0.420
  • Day Low0.420
  • Open0.420
  • Last Close0.435
  • Turnover
    ($K)
    840
  • Volume
    (K)
    2,000
Last Update: 06-06-2025 16:20 (15 mins delayed)
Bid*
0.415
Ask*
0.430
0.001
Underlying* 2,428.00 -10.00
*15 mins delayed
Created with Highstock 4.2.509:3110:0011:0012/1314:0015:0016:000.420.4250.430.4350.4424302435244024452450
Warrants Price
Underlying Price
Listing Date
21-10-2024
Today
07-06-2025
Last Trading Date
15-10-2025
Maturity Date
21-10-2025

Terms and Indicators

  • NameMSSPDRG@EC2510A
  • TypeStandard
  • Call/PutCall
  • Conversion Ratio0.002
  • Delta72.85%
  • Vega2.35%
  • Theta-0.2982
  • Strike2,289
  • Moneyness5.7 ITM
  • Effective Gearing8.4
  • Hist. Vol of Underlying (30-days)27.54%
  • Gearing11.6
  • Premium2.92%
  • Implied Volatility19.87%
  • Maturity Date (D-M-Y)21/10/2025
  • Listing Date (D-M-Y)21/10/2024
  • Last Trading Date (D-M-Y)15/10/2025
  • Time to Maturity137day(s)
  • Board Lot2,500
  • Outstanding Qty (M)2.22
  • Outstanding Qty3.27%
Last Update : 06-06-2025 16:20(15 mins delayed)

Underlying

2840 SPDR GOLD TRUST

2,428.00-10.000(-0.41%)

Bid
2,427.00
Ask
2,429.00
  • Last2,428.00
  • Open2,438.00
  • High2,441.00
  • Low2,425.00
Last Update : 06-06-2025 16:20 (15 mins delayed)

Documents

  • -

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

1 Day

  • Call ($Million) -1.59
  • Put ($Million) -8.78

5 Days

  • Call ($Million) +0.02
  • Put ($Million) +6.64
Last Update : 06-06-2025