Non-collateralized Nature of Structured Products

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Terms and Indicators

21845 UBSPDRG@EC2411A

Call / Underlying: 2840 SPDR GOLD TRUST

RT Quote

Terms and Indicators

  • NameUBSPDRG@EC2411A
  • TypeStandard
  • Call/PutCall
  • Conversion Ratio0.002
  • Delta77.22%
  • Vega2.13%
  • Theta-0.2353
  • Strike1,580.5
  • Moneyness6.2 ITM
  • Effective Gearing7.2
  • Hist. Vol of Underlying (30-days)19.39%
  • Gearing9.4
  • Premium4.51%
  • Implied Volatility17.50%
  • Maturity Date (D-M-Y)27/11/2024
  • Listing Date (D-M-Y)13/12/2023
  • Last Trading Date (D-M-Y)21/11/2024
  • Time to Maturity216day(s)
  • Board Lot2,500
  • Outstanding Qty (M)0.00
  • Outstanding Qty0.00%
Last Update : 25-04-2024 16:35

Underlying

2840 SPDR GOLD TRUST

1,684.50+1.500(+0.09%)

Bid
1,684.00
Ask
1,685.50
  • Last1,684.50
  • Open1,682.00
  • High1,685.00
  • Low1,671.00
Last Update : 25-04-2024 16:35 (15 mins delayed)

Documents

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

1 Day

  • Call ($Million) +0.04
  • Put ($Million) -2.65

5 Days

  • Call ($Million) -0.01
  • Put ($Million) +0.06
Last Update : 25-04-2024