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
  • Delta8.82%
  • Vega9.69%
  • Theta-0.6886
  • Strike2,599.999
  • Moneyness30.2 OTM
  • Effective Gearing5.9
  • Hist. Vol of Underlying (30-days)54.86%
  • Gearing66.5
  • Premium31.69%
  • Implied Volatility34.33%
  • 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 Maturity312day(s)
  • Board Lot500
  • Outstanding Qty (M)0.45
  • Outstanding Qty1.12%
Last Update : 27-02-2026 16:20(15 mins delayed)

Underlying

2840 SPDR GOLD TRUST

3,724.00+4.000(+0.11%)

Bid
3,724.00
Ask
3,726.00
  • Last3,724.00
  • Open3,717.00
  • High3,738.00
  • Low3,717.00
Last Update : 27-02-2026 16:20 (15 mins delayed)

Documents

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

1 Day

  • Call ($Million) +0.39
  • Put ($Million) -2.2

5 Days

  • Call ($Million) -0.03
  • Put ($Million) +0.79
Last Update : 27-02-2026