Non-collateralized Nature of Structured Products

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Terms and Indicators

20439 JPSPDRG@EC2412A

Call / Underlying: 2840 SPDR GOLD TRUST

RT Quote

Terms and Indicators

  • NameJPSPDRG@EC2412A
  • TypeStandard
  • Call/PutCall
  • Conversion Ratio0.002
  • Delta84.74%
  • Vega1.11%
  • Theta-0.1436
  • Strike1,499.5
  • Moneyness12.6 ITM
  • Effective Gearing5.0
  • Hist. Vol of Underlying (30-days)18.29%
  • Gearing5.9
  • Premium4.28%
  • Implied Volatility21.66%
  • Maturity Date (D-M-Y)18/12/2024
  • Listing Date (D-M-Y)11/10/2023
  • Last Trading Date (D-M-Y)12/12/2024
  • Time to Maturity244day(s)
  • Board Lot2,500
  • Outstanding Qty (M)0.01
  • Outstanding Qty0.02%
Last Update : 18-04-2024 10:25

Underlying

2840 SPDR GOLD TRUST

1,717.00-11.000(-0.64%)

Bid
1,717.00
Ask
1,718.00
  • Last1,717.00
  • Open1,723.00
  • High1,723.00
  • Low1,713.00
Last Update : 18-04-2024 10:25 (15 mins delayed)

Documents

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

1 Day

  • Call ($Million) -0.38
  • Put ($Million) +2.25

5 Days

  • Call ($Million) +0.03
  • Put ($Million) +0.07
Last Update : 17-04-2024