Non-collateralized Nature of Structured Products

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Terms and Indicators

24420 JPSPDRG@EC2412B

Call / Underlying: 2840 SPDR GOLD TRUST

RT Quote

Terms and Indicators

  • NameJPSPDRG@EC2412B
  • TypeStandard
  • Call/PutCall
  • Conversion Ratio0.002
  • Delta34.74%
  • Vega8.40%
  • Theta-0.6674
  • Strike1,868.5
  • Moneyness11.3 OTM
  • Effective Gearing10.1
  • Hist. Vol of Underlying (30-days)19.39%
  • Gearing29.0
  • Premium14.71%
  • Implied Volatility19.79%
  • Maturity Date (D-M-Y)17/12/2024
  • Listing Date (D-M-Y)18/04/2024
  • Last Trading Date (D-M-Y)11/12/2024
  • Time to Maturity236day(s)
  • Board Lot2,500
  • Outstanding Qty (M)1.43
  • Outstanding Qty2.04%
Last Update : 25-04-2024 14:15

Underlying

2840 SPDR GOLD TRUST

1,680.00-3.000(-0.18%)

Bid
1,680.00
Ask
1,681.50
  • Last1,680.00
  • Open1,682.00
  • High1,682.00
  • Low1,671.00
Last Update : 25-04-2024 14:15 (15 mins delayed)

Documents

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

1 Day

  • Call ($Million) +0.35
  • Put ($Million) -3.09

5 Days

  • Call ($Million) -0.14
  • Put ($Million) +0.12
Last Update : 24-04-2024