Non-collateralized Nature of Structured Products

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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
  • Delta31.8%
  • Vega8.08%
  • Theta-0.3663
  • Strike2,428
  • Moneyness25.1 OTM
  • Effective Gearing6.5
  • Hist. Vol of Underlying (30-days)17.06%
  • Gearing20.4
  • Premium29.98%
  • Implied Volatility23.38%
  • 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 Maturity495day(s)
  • Board Lot2,500
  • Outstanding Qty (M)0.01
  • Outstanding Qty0.04%
Last Update : 22-11-2024 16:20(15 mins delayed)

Underlying

2840 SPDR GOLD TRUST

1,941.00+26.000(+1.36%)

Bid
1,939.00
Ask
1,941.00
  • Last1,941.00
  • Open1,922.00
  • High1,941.50
  • Low1,922.00
Last Update : 22-11-2024 16:20 (15 mins delayed)

Documents

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

1 Day

  • Call ($Million) +1.97
  • Put ($Million) +4.02

5 Days

  • Call ($Million) +0.64
  • Put ($Million) +1.08
Last Update : 22-11-2024