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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

0.340 +0.005 (+1.49%)

  • Day High0.350
  • Day Low0.340
  • Open0.350
  • Last Close0.335
  • Turnover
    ($K)
    44
  • Volume
    (K)
    128
Last Update: 04-06-2025 16:20 (15 mins delayed)
Bid*
0.335
Ask*
0.340
0.001
Underlying* 2,428.00 +1.00
*15 mins delayed
Created with Highstock 4.2.509:3110:0011:0012/1314:0015:0016:000.3350.340.3450.350.35524252430243524402445
Warrants Price
Underlying Price
Listing Date
05-11-2024
Today
05-06-2025
Last Trading Date
17-09-2025
Maturity Date
23-09-2025

Terms and Indicators

  • NameJPSPDRG@EC2509A
  • TypeStandard
  • Call/PutCall
  • Conversion Ratio0.002
  • Delta64.35%
  • Vega2.94%
  • Theta-0.4748
  • Strike2,350.88
  • Moneyness3.2 ITM
  • Effective Gearing9.2
  • Hist. Vol of Underlying (30-days)31.13%
  • Gearing14.3
  • Premium3.83%
  • Implied Volatility22.49%
  • 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 Maturity111day(s)
  • Board Lot2,500
  • Outstanding Qty (M)11.47
  • Outstanding Qty16.39%
Last Update : 04-06-2025 16:20(15 mins delayed)

Underlying

2840 SPDR GOLD TRUST

2,428.00+1.000(+0.04%)

Bid
2,426.00
Ask
2,428.00
  • Last2,428.00
  • Open2,427.00
  • High2,439.00
  • Low2,421.00
Last Update : 04-06-2025 16:20 (15 mins delayed)

Documents

  • -

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

1 Day

  • Call ($Million) +0.17
  • Put ($Million) -2.17

5 Days

  • Call ($Million) +0.22
  • Put ($Million) +6.58
Last Update : 04-06-2025