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Non-collateralized Nature of Structured Products

Implied Volatility

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Implied Volatility

28867 JPSPDRG@EC2509A

Call / Underlying: 2840 SPDR GOLD TRUST

0.226 -0.054 (-19.29%)

  • Day High0.238
  • Day Low0.234
  • Open0.238
  • Last Close0.280
  • Turnover
    ($K)
    72
  • Volume
    (K)
    305
Last Update: 27-06-2025 16:35 (15 mins delayed)
Bid*
0.224
Ask*
0.243
0.001
Underlying* 2,378.00 -40.00
*15 mins delayed
Listing Date
05-11-2024
Today
27-06-2025
Last Trading Date
17-09-2025
Maturity Date
23-09-2025

Implied Volatility

From To
Date
(D-M-Y)
Warrant Price ($) Implied Volatility (%) Average Implied Volatility the Warrants
with Same Underlying(%)
27-06-2025 0.226 20.12% 22.91
26-06-2025 0.280 20.42% 22.93
25-06-2025 0.270 20.69% 23.07
24-06-2025 0.270 20.86% 23.18
23-06-2025 0.305 21.20% 22.89
Created with Highstock 4.2.5Warrant PriceImplied Volatility5Days1Month2Months3MonthsFrom27-05-2025To27-06-202528/0530/0503/0605/0609/0611/0613/0617/0619/0623/0625/0627/060.2000.2500.3000.3500.4000.4500.50019.020.021.022.023.024.025.0
Warrant Price
Implied Volatility(%)
Last Update : 27-06-2025 16:35 (15 mins delayed)