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Non-collateralized Nature of Structured Products

Terms and Indicators

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Terms and Indicators

15850 UBSPDRG@EC2510B

Call / Underlying: 2840 SPDR GOLD TRUST

0.247 +0.050 (+25.38%)

  • Day High0.265
  • Day Low0.244
  • Open0.245
  • Last Close0.197
  • Turnover
    ($K)
    116
  • Volume
    (K)
    448
Last Update: 06-05-2025 12:05 (15 mins delayed)
Bid*
0.246
Ask*
0.249
0.001
Underlying* 2,403.00 +73.00
*15 mins delayed
Created with Highstock 4.2.509:3110:0011:0012/130.20.220.240.260.2824002410242024302440
Warrants Price
Underlying Price
Listing Date
11-04-2025
Today
06-05-2025
Last Trading Date
15-10-2025
Maturity Date
21-10-2025

Terms and Indicators

  • NameUBSPDRG@EC2510B
  • TypeStandard
  • Call/PutCall
  • Conversion Ratio0.002
  • Delta45.27%
  • Vega5.17%
  • Theta-0.6436
  • Strike2,531
  • Moneyness5.3 OTM
  • Effective Gearing8.8
  • Hist. Vol of Underlying (30-days)29.56%
  • Gearing19.5
  • Premium10.47%
  • Implied Volatility24.06%
  • Maturity Date (D-M-Y)21/10/2025
  • Listing Date (D-M-Y)11/04/2025
  • Last Trading Date (D-M-Y)15/10/2025
  • Time to Maturity168day(s)
  • Board Lot2,500
  • Outstanding Qty (M)1.69
  • Outstanding Qty2.42%
Last Update : 06-05-2025 12:05(15 mins delayed)

Underlying

2840 SPDR GOLD TRUST

2,403.00+73.000(+3.13%)

Bid
2,400.00
Ask
2,404.00
  • Last2,403.00
  • Open2,400.00
  • High2,422.00
  • Low2,396.00
Last Update : 06-05-2025 12:05 (15 mins delayed)

Documents

  • -

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

1 Day

  • Call ($Million) +3.17
  • Put ($Million) -1.29

5 Days

  • Call ($Million) -0.87
  • Put ($Million) +0.31
Last Update : 02-05-2025