Non-collateralized Nature of Structured Products

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Terms and Indicators

18360 UBSPDRG@EP2409A

Put / Underlying: 2840 SPDR GOLD TRUST

RT Quote

Terms and Indicators

  • NameUBSPDRG@EP2409A
  • TypeStandard
  • Call/PutPut
  • Conversion Ratio0.002
  • Delta4.28%
  • Vega19.60%
  • Theta-2.0174
  • Strike1,332.83
  • Moneyness21.6 OTM
  • Effective Gearing14.6
  • Hist. Vol of Underlying (30-days)19.27%
  • Gearing340.2
  • Premium21.94%
  • Implied Volatility24.87%
  • Maturity Date (D-M-Y)23/09/2024
  • Listing Date (D-M-Y)17/07/2023
  • Last Trading Date (D-M-Y)16/09/2024
  • Time to Maturity150day(s)
  • Board Lot2,500
  • Outstanding Qty (M)3.12
  • Outstanding Qty6.24%
Last Update : 26-04-2024 16:35

Underlying

2840 SPDR GOLD TRUST

1,701.00+16.500(+0.98%)

Bid
1,698.50
Ask
1,701.00
  • Last1,701.00
  • Open1,690.00
  • High1,701.00
  • Low1,686.00
Last Update : 26-04-2024 16:35 (15 mins delayed)

Documents

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

1 Day

  • Call ($Million) +2.09
  • Put ($Million) -1.08

5 Days

  • Call ($Million) -0.12
  • Put ($Million) -0.09
Last Update : 26-04-2024