Non-collateralized Nature of Structured Products

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Terms and Indicators

23469 JPSPDRG@EC2409A

Call / Underlying: 2840 SPDR GOLD TRUST

RT Quote

Terms and Indicators

  • NameJPSPDRG@EC2409A
  • TypeStandard
  • Call/PutCall
  • Conversion Ratio0.002
  • Delta87.01%
  • Vega1.13%
  • Theta-0.2132
  • Strike1,545.5
  • Moneyness9.1 ITM
  • Effective Gearing7.6
  • Hist. Vol of Underlying (30-days)19.27%
  • Gearing8.7
  • Premium2.32%
  • Implied Volatility17.02%
  • Maturity Date (D-M-Y)12/09/2024
  • Listing Date (D-M-Y)23/02/2024
  • Last Trading Date (D-M-Y)06/09/2024
  • Time to Maturity139day(s)
  • Board Lot2,500
  • Outstanding Qty (M)0.08
  • Outstanding Qty0.11%
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