Non-collateralized Nature of Structured Products

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Terms and Indicators

24511 JPSPDRG@EC2503A

Call / Underlying: 2840 SPDR GOLD TRUST

RT Quote

Terms and Indicators

  • NameJPSPDRG@EC2503A
  • TypeStandard
  • Call/PutCall
  • Conversion Ratio0.002
  • Delta30.4%
  • Vega9.12%
  • Theta-0.5493
  • Strike1,999.99
  • Moneyness18.7 OTM
  • Effective Gearing8.5
  • Hist. Vol of Underlying (30-days)19.39%
  • Gearing28.1
  • Premium22.29%
  • Implied Volatility21.10%
  • Maturity Date (D-M-Y)31/03/2025
  • Listing Date (D-M-Y)22/04/2024
  • Last Trading Date (D-M-Y)25/03/2025
  • Time to Maturity340day(s)
  • Board Lot2,500
  • Outstanding Qty (M)0.00
  • Outstanding Qty0.00%
Last Update : 25-04-2024 16:35

Underlying

2840 SPDR GOLD TRUST

1,684.50+1.500(+0.09%)

Bid
1,684.00
Ask
1,685.50
  • Last1,684.50
  • Open1,682.00
  • High1,685.00
  • Low1,671.00
Last Update : 25-04-2024 16:35 (15 mins delayed)

Documents

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

1 Day

  • Call ($Million) +0.04
  • Put ($Million) -2.65

5 Days

  • Call ($Million) -0.01
  • Put ($Million) +0.06
Last Update : 25-04-2024