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Non-collateralized Nature of Structured Products

Terms and Indicators

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Terms and Indicators

28950 MBSPDRG@EC2604A

Call / Underlying: 2840 SPDR GOLD TRUST

Terms and Indicators

  • NameMBSPDRG@EC2604A
  • TypeStandard
  • Call/PutCall
  • Conversion Ratio0.002
  • Delta56.03%
  • Vega4.05%
  • Theta-0.2655
  • Strike2,428
  • Moneyness1.5 OTM
  • Effective Gearing6.3
  • Hist. Vol of Underlying (30-days)33.94%
  • Gearing11.3
  • Premium10.44%
  • Implied Volatility22.72%
  • Maturity Date (D-M-Y)01/04/2026
  • Listing Date (D-M-Y)13/11/2024
  • Last Trading Date (D-M-Y)26/03/2026
  • Time to Maturity315day(s)
  • Board Lot2,500
  • Outstanding Qty (M)0.19
  • Outstanding Qty0.47%
Last Update : 21-05-2025 16:20(15 mins delayed)

Underlying

2840 SPDR GOLD TRUST

2,391.00+65.000(+2.79%)

Bid
2,390.00
Ask
2,391.00
  • Last2,391.00
  • Open2,377.00
  • High2,396.00
  • Low2,371.00
Last Update : 21-05-2025 16:20 (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