Non-collateralized Nature of Structured Products

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Terms and Indicators

20394 UBSDGLD@EC2406A

Call / Underlying: 1787 SD GOLD

RT Quote

Terms and Indicators

  • NameUBSDGLD@EC2406A
  • TypeStandard
  • Call/PutCall
  • Conversion Ratio0.1
  • Delta32.77%
  • Vega4.32%
  • Theta-1.6769
  • Strike17.89
  • Moneyness12.7 OTM
  • Effective Gearing8.3
  • Hist. Vol of Underlying (30-days)36.33%
  • Gearing25.2
  • Premium16.62%
  • Implied Volatility42.90%
  • Maturity Date (D-M-Y)20/06/2024
  • Listing Date (D-M-Y)10/10/2023
  • Last Trading Date (D-M-Y)14/06/2024
  • Time to Maturity84day(s)
  • Board Lot2,500
  • Outstanding Qty (M)22.57
  • Outstanding Qty37.61%
Last Update : 28-03-2024 16:35

Underlying

1787 SD GOLD

15.88+0.640(+4.20%)

Bid
15.88
Ask
15.90
  • Last15.88
  • Open15.30
  • High16.06
  • Low15.20
Last Update : 28-03-2024 16:35 (15 mins delayed)

Documents

  • -

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

1 Day

  • Call ($Million) +0.03
  • Put ($Million) +0.05

5 Days

  • Call ($Million) -
  • Put ($Million) -
Last Update : 27-03-2024