Non-collateralized Nature of Structured Products

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Terms and Indicators

16262 JPSPDRG@EP2409A

Put / Underlying: 2840 SPDR GOLD TRUST

RT Quote

Terms and Indicators

  • NameJPSPDRG@EP2409A
  • TypeStandard
  • Call/PutPut
  • Conversion Ratio0.002
  • Delta4.48%
  • Vega19.61%
  • Theta-2.0028
  • Strike1,333.33
  • Moneyness20.2 OTM
  • Effective Gearing15.0
  • Hist. Vol of Underlying (30-days)18.74%
  • Gearing334.2
  • Premium20.51%
  • Implied Volatility23.81%
  • Maturity Date (D-M-Y)30/09/2024
  • Listing Date (D-M-Y)25/04/2023
  • Last Trading Date (D-M-Y)24/09/2024
  • Time to Maturity144day(s)
  • Board Lot2,500
  • Outstanding Qty (M)16.36
  • Outstanding Qty40.91%
Last Update : 09-05-2024 16:35

Underlying

2840 SPDR GOLD TRUST

1,671.00+2.000(+0.12%)

Bid
1,670.00
Ask
1,673.00
  • Last1,671.00
  • Open1,669.00
  • High1,677.50
  • Low1,669.00
Last Update : 09-05-2024 16:35 (15 mins delayed)

Documents

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

1 Day

  • Call ($Million) +0.86
  • Put ($Million) +1.14

5 Days

  • Call ($Million) -0.04
  • Put ($Million) -0.11
Last Update : 09-05-2024