Non-collateralized Nature of Structured Products

Home   /   Warrants   /   Warrants Speedy Check   /   Terms and Indicators

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
  • Delta68.97%
  • Vega3.23%
  • Theta-0.3812
  • Strike1,545.5
  • Moneyness2.7 ITM
  • Effective Gearing9.4
  • Hist. Vol of Underlying (30-days)12.38%
  • Gearing13.7
  • Premium4.56%
  • Implied Volatility16.68%
  • 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 Maturity168day(s)
  • Board Lot2,500
  • Outstanding Qty (M)0.27
  • Outstanding Qty0.38%
Last Update : 28-03-2024 16:35

Underlying

2840 SPDR GOLD TRUST

1,589.00+9.500(+0.60%)

Bid
1,588.00
Ask
1,589.00
  • Last1,589.00
  • Open1,585.00
  • High1,594.00
  • Low1,585.00
Last Update : 28-03-2024 16:35 (15 mins delayed)

Documents

  • -

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

1 Day

  • Call ($Million) +0.54
  • Put ($Million) +1.74

5 Days

  • Call ($Million) +0.01
  • Put ($Million) +0.02
Last Update : 28-03-2024