Non-collateralized Nature of Structured Products

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Terms and Indicators

21208 GSSPDRG@EC2409A

Call / Underlying: 2840 SPDR GOLD TRUST

RT Quote

Terms and Indicators

  • NameGSSPDRG@EC2409A
  • TypeStandard
  • Call/PutCall
  • Conversion Ratio0.002
  • Delta90.33%
  • Vega0.82%
  • Theta-0.1722
  • Strike1,545.5
  • Moneyness10.8 ITM
  • Effective Gearing7.0
  • Hist. Vol of Underlying (30-days)17.90%
  • Gearing7.7
  • Premium2.16%
  • Implied Volatility16.77%
  • Maturity Date (D-M-Y)12/09/2024
  • Listing Date (D-M-Y)16/11/2023
  • Last Trading Date (D-M-Y)06/09/2024
  • Time to Maturity146day(s)
  • Board Lot2,500
  • Outstanding Qty (M)0.12
  • Outstanding Qty0.17%
Last Update : 19-04-2024 13:00

Underlying

2840 SPDR GOLD TRUST

1,733.00+10.000(+0.58%)

Bid
1,733.00
Ask
1,734.00
  • Last1,733.00
  • Open1,737.00
  • High1,752.00
  • Low1,726.50
Last Update : 19-04-2024 13:00 (15 mins delayed)

Documents

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

1 Day

  • Call ($Million) -0.4
  • Put ($Million) +1.64

5 Days

  • Call ($Million) +0.06
  • Put ($Million) +0.17
Last Update : 18-04-2024