Non-collateralized Nature of Structured Products

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Terms and Indicators

16703 SGSPDRG@EP2409A

Put / Underlying: 2840 SPDR GOLD TRUST

RT Quote

Terms and Indicators

  • NameSGSPDRG@EP2409A
  • TypeStandard
  • Call/PutPut
  • Conversion Ratio0.002
  • Delta4.77%
  • Vega17.82%
  • Theta-1.8990
  • Strike1,332.83
  • Moneyness21.6 OTM
  • Effective Gearing13.5
  • Hist. Vol of Underlying (30-days)19.27%
  • Gearing283.5
  • Premium22.00%
  • Implied Volatility25.71%
  • Maturity Date (D-M-Y)23/09/2024
  • Listing Date (D-M-Y)10/05/2023
  • Last Trading Date (D-M-Y)16/09/2024
  • Time to Maturity150day(s)
  • Board Lot2,500
  • Outstanding Qty (M)0.34
  • Outstanding Qty0.34%
Last Update : 26-04-2024 16:35

Underlying

2840 SPDR GOLD TRUST

1,701.00+16.500(+0.98%)

Bid
1,698.50
Ask
1,701.00
  • Last1,701.00
  • Open1,690.00
  • High1,701.00
  • Low1,686.00
Last Update : 26-04-2024 16:35 (15 mins delayed)

Documents

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

1 Day

  • Call ($Million) +2.09
  • Put ($Million) -1.08

5 Days

  • Call ($Million) -0.12
  • Put ($Million) -0.09
Last Update : 26-04-2024