Non-collateralized Nature of Structured Products

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Terms and Indicators

25311 DSSPDRG@EP2505A

Put / Underlying: 2840 SPDR GOLD TRUST

Terms and Indicators

  • NameDSSPDRG@EP2505A
  • TypeStandard
  • Call/PutPut
  • Conversion Ratio0.002
  • Delta14.29%
  • Vega17.18%
  • Theta-0.6506
  • Strike1,650
  • Moneyness11.2 OTM
  • Effective Gearing13.3
  • Hist. Vol of Underlying (30-days)12.54%
  • Gearing93.0
  • Premium12.32%
  • Implied Volatility16.70%
  • Maturity Date (D-M-Y)26/05/2025
  • Listing Date (D-M-Y)23/05/2024
  • Last Trading Date (D-M-Y)20/05/2025
  • Time to Maturity251day(s)
  • Board Lot2,500
  • Outstanding Qty (M)4.88
  • Outstanding Qty12.20%
Last Update : 17-09-2024 16:20(15 mins delayed)

Underlying

2840 SPDR GOLD TRUST

1,859.00-1.000(-0.05%)

Bid
1,859.00
Ask
1,861.00
  • Last1,859.00
  • Open1,860.00
  • High1,862.50
  • Low1,853.00
Last Update : 17-09-2024 16:20 (15 mins delayed)

Documents

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

1 Day

  • Call ($Million) -0.26
  • Put ($Million) -2.06

5 Days

  • Call ($Million) +0.19
  • Put ($Million) +0.31
Last Update : 17-09-2024