Non-collateralized Nature of Structured Products

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Terms and Indicators

23946 MBSPDRG@EP2701A

Put / Underlying: 2840 SPDR GOLD TRUST

Terms and Indicators

  • NameMBSPDRG@EP2701A
  • TypeStandard
  • Call/PutPut
  • Conversion Ratio0.002
  • Delta13.98%
  • Vega7.52%
  • Theta-0.6422
  • Strike2,599.999
  • Moneyness23.3 OTM
  • Effective Gearing5.6
  • Hist. Vol of Underlying (30-days)46.10%
  • Gearing39.9
  • Premium25.83%
  • Implied Volatility35.28%
  • Maturity Date (D-M-Y)05/01/2027
  • Listing Date (D-M-Y)30/12/2025
  • Last Trading Date (D-M-Y)29/12/2026
  • Time to Maturity267day(s)
  • Board Lot500
  • Outstanding Qty (M)1.19
  • Outstanding Qty2.98%
Last Update : 13-04-2026 16:20(15 mins delayed)

Underlying

2840 SPDR GOLD TRUST

3,391.00-26.000(-0.76%)

Bid
3,391.00
Ask
3,405.00
  • Last3,391.00
  • Open3,417.00
  • High3,417.00
  • Low3,387.00
Last Update : 13-04-2026 16:20 (15 mins delayed)

Documents

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

1 Day

  • Call ($Million) -0.09
  • Put ($Million) -2.63

5 Days

  • Call ($Million) +0.24
  • Put ($Million) +1.25
Last Update : 13-04-2026