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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

0.470 +0.095 (+25.33%)

  • Day HighN/A
  • Day LowN/A
  • OpenN/A
  • Last Close0.375
  • Turnover
    ($K)
    0
  • Volume
    (K)
    0
Last Update: 06-05-2025 10:05 (15 mins delayed)
Bid*
0.470
Ask*
0.475
0.001
Underlying* 2,414.00 +84.00
*15 mins delayed
Created with Highstock 4.2.509:3110:0011:0012/130.3750.40.4250.450.47524002410242024302440
Warrants Price
Underlying Price
Listing Date
27-12-2024
Today
06-05-2025
Last Trading Date
19-03-2026
Maturity Date
25-03-2026

Terms and Indicators

  • NameCTSPDRG@EC2603A
  • TypeStandard
  • Call/PutCall
  • Conversion Ratio0.002
  • Delta59.14%
  • Vega3.66%
  • Theta-0.2536
  • Strike2,429
  • Moneyness0.6 OTM
  • Effective Gearing6.1
  • Hist. Vol of Underlying (30-days)29.56%
  • Gearing10.3
  • Premium10.36%
  • Implied Volatility22.51%
  • 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 Maturity323day(s)
  • Board Lot2,500
  • Outstanding Qty (M)0.10
  • Outstanding Qty0.11%
Last Update : 06-05-2025 10:05(15 mins delayed)

Underlying

2840 SPDR GOLD TRUST

2,414.00+84.000(+3.60%)

Bid
2,414.00
Ask
2,417.00
  • Last2,414.00
  • Open2,400.00
  • High2,419.00
  • Low2,397.00
Last Update : 06-05-2025 10:05 (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