25470GSSPDRG@EC2203A

SPDR GOLD TRUST (2840): 1,337.00 1.000(0.07%)

Call / Put
Call
Strike
1,367.16
Effective Gearing
18.38x
Moneyness(%)
2.26%
(OTM)
Maturity (YYYY-MM-DD)
2022-03-24
Entitlement Ratio
500
Last Updated: 2022-01-24 16:35:00 (15 minutes delayed)
Real Time Quote
Effective Gearing
Bid (Delayed*):
Ask (Delayed*):
High:
Low:
Open:
Prev. Close:
Volume: K
Turnover:
*Bid Ask data is delayed 15 minutes minimum
GSSPDRG@EC2203A(25470)
0.059 0.001(1.67%)
Call / Put
Call
Strike
1,367.16
Effective Gearing
18.38
Moneyness (%)
2.26% (OTM)
Maturity (YYYY-MM-DD)
2022-03-24
Entitlement Ratio
500
Sensitivity
0.8
Outstanding Qty %
0.73%
Outstanding Qty (M)
0.73
Issue Size (M)
100
Premium %
4.46%
Breakeven Point
1,397
Board Lot
2,500
Last Trading Day (YYYY-MM-DD)
2022-03-18
Implied Volatility (%)
19.49
Implied Volatility Sensitivity (%)
7.1
Delta (%)
40.56
Theta (%)
-1.64
Last Updated: 2022-01-24 16:35
Last Updated: 2022-01-24 16:35:00 (15 minutes delayed)

Technical Chart




Product Price
Last Updated: 2022-01-24 16:35:00 (15 minutes delayed)

Stock Volatility Chart

Volatility data provided b HKEX
Last Updated: 2022-01-24

Calculator

Underlying Price
1,337.00
Maturity (YYYY-MM-DD)
2022-03-24
Call / Put
Call
Entitlement Ratio
500
Strike
1,367.16
Board Lot
2,500
Last Updated: 2022-01-24 16:35:00 (15 minutes delayed)
Warrant Calculator
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Disclaimer

The calculator is only an auxiliary tool and aims to demonstrate the impact of different market factor changes on warrant price to investors, and should not be used as an indication of the performance of the warrant. The calculator uses the assumptions provided by you to calculate the theoretical price of the warrant based on its own calculation model, without considering the real market conditions (including actual supply and demand), so the calculated results can only be used for reference. It does not constitute an invitation, an offer, a solicitation of an offer, or any advice or recommendation to conclude or participate in any transaction, and is not considered to provide investment advice or to make any speculation on the market price, and does not necessarily reflect the theoretical price of or the trading price willing to be offered by the relevant liquidity providers or other market participants. In particular, for short-term certificates, out-of-the-money warrants, warrants with higher outstanding quantities or warrants with very low theoretical price (i.e. close to HK$0.01), the deviation between the calculated warrant prices and the actual situation may appear to be more significant. Users of the calculator should never rely on the data estimated by the calculator for any investment decision. This page makes no representation on the calculation model used by Goldman Sachs in market activities. Meanwhile, Goldman Sachs or its affiliates or any data provider makes no express or implied warranties for information on this page, and bears no responsibilities to anyone for any interruption, inaccuracy, error or omission, or any subsequent loss, caused by any reason.

The calculator is only an auxiliary tool and aims to demonstrate the impact of different market factor changes on CBBC price to investors, and should not be used as an indication of the performance of the CBBC. The calculator uses the assumptions provided by you to calculate the theoretical price of the CBBC based on its own calculation model, without considering the real market conditions (including actual supply and demand), so the calculated results can only be used for reference. It does not constitute an invitation, an offer, a solicitation of an offer, or any advice or recommendation to conclude or participate in any transaction, and is not considered to provide investment advice or to make any speculation on the market price, and does not necessarily reflect the theoretical price of or the trading price willing to be offered by the relevant liquidity providers or other market participants. In particular, for short-term certificates, out-of-the-money CBBCs, CBBCs with higher outstanding quantities or CBBCs with very low theoretical price (i.e. close to HK$0.01), the deviation between the calculated CBBC prices and the actual situation may appear to be more significant. Users of the calculator should never rely on the data estimated by the calculator for any investment decision. This page makes no representation on the calculation model used by Goldman Sachs in market activities. Meanwhile, Goldman Sachs or its affiliates or any data provider makes no express or implied CBBCies for information on this page, and bears no responsibilities to anyone for any interruption, inaccuracy, error or omission, or any subsequent loss, caused by any reason.

Liquidity Provider Activity

Outstanding Quantity / Liquidity Provider Activity


Date Warrant
Last Close
Underlying
Last Close
Volume
(M)
Liquidity
provider
Bought (M)
Liquidity
provider
Sold (M)
Outstanding
Quantity (M)
Outstanding
Quantity (%)
2022-01-24 0.059 1337 0.00 0.00 0.00 0.73 0.73%
2022-01-21 0.060 1338 0.06 0.00 0.06 0.73 0.73%
2022-01-20 0.061 1337.5 0.00 0.00 0.00 0.67 0.67%
2022-01-19 0.048 1319 0.00 0.00 0.00 0.67 0.67%
2022-01-18 0.051 1321 0.00 0.00 0.00 0.67 0.67%
2022-01-17 0.054 1321.5 0.00 0.00 0.00 0.67 0.67%
2022-01-14 0.058 1327.5 0.00 0.00 0.00 0.67 0.67%
2022-01-13 0.058 1329 0.12 0.12 0.00 0.67 0.67%
2022-01-12 0.054 1322.5 0.15 0.15 0.00 0.79 0.79%
2022-01-11 0.051 1317.5 0.00 0.00 0.00 0.94 0.94%
Last Updated:2022-01-24 16:35:00 (15 minutes delayed)

Warrant Outstanding Quantity Chart

Last Updated:2022-01-24 16:35:00 (15 minutes delayed)

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