Non-collateralized Nature of Structured Products

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Terms and Indicators

18758 JPSPDRG@EC2406A

Call / Underlying: 2840 SPDR GOLD TRUST

RT Quote

Terms and Indicators

  • NameJPSPDRG@EC2406A
  • TypeStandard
  • Call/PutCall
  • Conversion Ratio0.002
  • Delta90.86%
  • Vega0.87%
  • Theta-0.3219
  • Strike1,608.5
  • Moneyness6.8 ITM
  • Effective Gearing11.6
  • Hist. Vol of Underlying (30-days)17.90%
  • Gearing12.8
  • Premium0.98%
  • Implied Volatility14.44%
  • Maturity Date (D-M-Y)21/06/2024
  • Listing Date (D-M-Y)01/08/2023
  • Last Trading Date (D-M-Y)17/06/2024
  • Time to Maturity63day(s)
  • Board Lot2,500
  • Outstanding Qty (M)4.59
  • Outstanding Qty7.65%
Last Update : 19-04-2024 14:50

Underlying

2840 SPDR GOLD TRUST

1,726.00+3.000(+0.17%)

Bid
1,724.00
Ask
1,726.00
  • Last1,726.00
  • Open1,737.00
  • High1,752.00
  • Low1,724.50
Last Update : 19-04-2024 14:50 (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