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Non-collateralized Nature of Structured Products

Terms and Indicators

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Terms and Indicators

29706 CTSPDRG@EC2603A

Call / Underlying: 2840 SPDR GOLD TRUST

Terms and Indicators

  • NameCTSPDRG@EC2603A
  • TypeStandard
  • Call/PutCall
  • Conversion Ratio0.002
  • Delta57.94%
  • Vega3.76%
  • Theta-0.2608
  • Strike2,429
  • Moneyness-0.0 ATM
  • Effective Gearing6.3
  • Hist. Vol of Underlying (30-days)27.54%
  • Gearing10.9
  • Premium9.21%
  • Implied Volatility22.96%
  • Maturity Date (D-M-Y)25/03/2026
  • Listing Date (D-M-Y)27/12/2024
  • Last Trading Date (D-M-Y)19/03/2026
  • Time to Maturity292day(s)
  • Board Lot2,500
  • Outstanding Qty (M)0.31
  • Outstanding Qty0.34%
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

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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