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Non-collateralized Nature of Structured Products

Terms and Indicators

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Terms and Indicators

28867 JPSPDRG@EC2509A

Call / Underlying: 2840 SPDR GOLD TRUST

0.370 +0.100 (+37.04%)

  • Day High0.370
  • Day Low0.355
  • Open0.355
  • Last Close0.270
  • Turnover
    ($K)
    426
  • Volume
    (K)
    1,160
Last Update: 06-05-2025 10:15 (15 mins delayed)
Bid*
0.370
Ask*
0.375
0.001
Underlying* 2,419.00 +89.00
*15 mins delayed
Created with Highstock 4.2.509:3110:0011:0012/130.30.320.340.360.3824002410242024302440
Warrants Price
Underlying Price
Listing Date
05-11-2024
Today
06-05-2025
Last Trading Date
17-09-2025
Maturity Date
23-09-2025

Terms and Indicators

  • NameJPSPDRG@EC2509A
  • TypeStandard
  • Call/PutCall
  • Conversion Ratio0.002
  • Delta65.53%
  • Vega2.96%
  • Theta-0.4338
  • Strike2,350.88
  • Moneyness2.8 ITM
  • Effective Gearing8.6
  • Hist. Vol of Underlying (30-days)29.56%
  • Gearing13.1
  • Premium4.83%
  • Implied Volatility21.30%
  • Maturity Date (D-M-Y)23/09/2025
  • Listing Date (D-M-Y)05/11/2024
  • Last Trading Date (D-M-Y)17/09/2025
  • Time to Maturity140day(s)
  • Board Lot2,500
  • Outstanding Qty (M)18.07
  • Outstanding Qty25.81%
Last Update : 06-05-2025 10:15(15 mins delayed)

Underlying

2840 SPDR GOLD TRUST

2,419.00+89.000(+3.82%)

Bid
2,418.00
Ask
2,420.00
  • Last2,419.00
  • Open2,400.00
  • High2,419.00
  • Low2,397.00
Last Update : 06-05-2025 10:15 (15 mins delayed)

Documents

  • -

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

1 Day

  • Call ($Million) +3.17
  • Put ($Million) -1.29

5 Days

  • Call ($Million) -0.87
  • Put ($Million) +0.31
Last Update : 02-05-2025