Non-collateralized Nature of Structured Products

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Terms and Indicators

24063 UBSPDRG@EC2502A

Call / Underlying: 2840 SPDR GOLD TRUST

RT Quote

Terms and Indicators

  • NameUBSPDRG@EC2502A
  • TypeStandard
  • Call/PutCall
  • Conversion Ratio0.002
  • Delta49.02%
  • Vega6.04%
  • Theta-0.4148
  • Strike1,778.27
  • Moneyness5.7 OTM
  • Effective Gearing8.6
  • Hist. Vol of Underlying (30-days)19.38%
  • Gearing17.6
  • Premium11.34%
  • Implied Volatility18.18%
  • Maturity Date (D-M-Y)05/02/2025
  • Listing Date (D-M-Y)02/04/2024
  • Last Trading Date (D-M-Y)27/01/2025
  • Time to Maturity287day(s)
  • Board Lot2,500
  • Outstanding Qty (M)1.44
  • Outstanding Qty2.05%
Last Update : 24-04-2024 16:35

Underlying

2840 SPDR GOLD TRUST

1,683.00+8.000(+0.48%)

Bid
1,682.00
Ask
1,683.00
  • Last1,683.00
  • Open1,677.00
  • High1,689.50
  • Low1,677.00
Last Update : 24-04-2024 16:35 (15 mins delayed)

Documents

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

1 Day

  • Call ($Million) +0.33
  • Put ($Million) -3.11

5 Days

  • Call ($Million) -0.14
  • Put ($Million) +0.12
Last Update : 24-04-2024