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Non-collateralized Nature of Structured Products

Warrants Calculator

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Warrants Calculator

13506 UBSPDRG@EC2603A

Call / Underlying: 2840 SPDR GOLD TRUST

0.375 - (-%)

  • Day HighN/A
  • Day LowN/A
  • OpenN/A
  • Last Close0.375
  • Turnover
    ($K)
    0
  • Volume
    (K)
    0
Last Update: 13-08-2025 16:20 (15 mins delayed)
Bid*
0.375
Ask*
0.380
0.001
Underlying* 2,426.00 +1.00
*15 mins delayed
Listing Date
11-02-2025
Today
14-08-2025
Last Trading Date
19-03-2026
Maturity Date
25-03-2026

Disclaimer


The Warrants Calculator enables you to calculate the theoretical value of a warrant and to learn how different factors affect the theoretical value of a warrant. All factors that may affect the actual price of a warrant may not be included in the model. The warrant calculator assumes the warrant is European Style only.

The Warrants Calculator is only intended for the purposes of education and reference and do not constitute an offer, a solicitation of an offer, or any advice or recommendation to conclude or participate in any transaction, or provide any investment advice or service.

Warrants Calculator

Simulated Results

  • Underlying Price
    2,425.6
  • Underlying Change
    -0.02%
  • Delta
    55.55%
  • Warrant Price
    0.375
  • Warrant Change
    0.00%
  • Effective Gearing7.2X
  • Theta
    -0.329%
  • Vega
    4.036%
  •   
Underlying PriceImplied Volatility
20.83%21.99%23.15%24.31%25.46%
2365.600.2770.2940.3120.3290.346
2375.600.2870.3040.3220.3390.356
2385.600.2970.3150.3320.3490.367
2395.600.3080.3250.3420.3600.377
2405.600.3180.3360.3530.3710.388
2415.600.3290.3460.3640.3810.399
2425.600.3400.3570.3750.3920.410
2435.600.3510.3690.3860.4040.421
2445.600.3630.3800.3980.4150.433
2455.600.3740.3920.4090.4270.444