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
  • Delta13.47%
  • Vega17.78%
  • Theta-0.6729
  • Strike1,650
  • Moneyness11.5 OTM
  • Effective Gearing13.6
  • Hist. Vol of Underlying (30-days)11.10%
  • Gearing100.7
  • Premium12.45%
  • Implied Volatility16.35%
  • 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 Maturity248day(s)
  • Board Lot2,500
  • Outstanding Qty (M)7.51
  • Outstanding Qty18.79%
Last Update : 20-09-2024 09:50(15 mins delayed)

Underlying

2840 SPDR GOLD TRUST

1,863.50+2.000(+0.11%)

Bid
1,863.00
Ask
1,864.50
  • Last1,863.50
  • Open1,861.50
  • High1,865.00
  • Low1,861.50
Last Update : 20-09-2024 09:50 (15 mins delayed)

Documents

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

1 Day

  • Call ($Million) +1.43
  • Put ($Million) -0.77

5 Days

  • Call ($Million) -0.07
  • Put ($Million) +0.22
Last Update : 19-09-2024