Non-collateralized Nature of Structured Products

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Terms and Indicators

20425 UBSPDRG@EC2412A

Call / Underlying: 2840 SPDR GOLD TRUST

RT Quote

Terms and Indicators

  • NameUBSPDRG@EC2412A
  • TypeStandard
  • Call/PutCall
  • Conversion Ratio0.002
  • Delta78.74%
  • Vega1.75%
  • Theta-0.1951
  • Strike1,538
  • Moneyness8.2 ITM
  • Effective Gearing6.0
  • Hist. Vol of Underlying (30-days)18.17%
  • Gearing7.6
  • Premium4.96%
  • Implied Volatility20.01%
  • Maturity Date (D-M-Y)18/12/2024
  • Listing Date (D-M-Y)11/10/2023
  • Last Trading Date (D-M-Y)12/12/2024
  • Time to Maturity239day(s)
  • Board Lot2,500
  • Outstanding Qty (M)0.07
  • Outstanding Qty0.11%
Last Update : 23-04-2024 16:35

Underlying

2840 SPDR GOLD TRUST

1,675.00-37.000(-2.16%)

Bid
1,675.00
Ask
1,675.50
  • Last1,675.00
  • Open1,700.00
  • High1,700.00
  • Low1,666.00
Last Update : 23-04-2024 16:35 (15 mins delayed)

Documents

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

1 Day

  • Call ($Million) -1.16
  • Put ($Million) +0.99

5 Days

  • Call ($Million) +0.12
  • Put ($Million) +0.29
Last Update : 22-04-2024