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Non-collateralized Nature of Structured Products

Terms and Indicators

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Terms and Indicators

27843 UBSPDRG@EC2510A

Call / Underlying: 2840 SPDR GOLD TRUST

0.295 -0.020 (-6.35%)

  • Day High0.295
  • Day Low0.290
  • Open0.295
  • Last Close0.315
  • Turnover
    ($K)
    559
  • Volume
    (K)
    1,895
Last Update: 01-08-2025 16:20 (15 mins delayed)
Bid*
0.295
Ask*
0.300
0.001
Underlying* 2,378.00 -12.00
*15 mins delayed
Listing Date
04-10-2024
Today
04-08-2025
Last Trading Date
15-10-2025
Maturity Date
21-10-2025

Terms and Indicators

  • NameUBSPDRG@EC2510A
  • TypeStandard
  • Call/PutCall
  • Conversion Ratio0.002
  • Delta68.16%
  • Vega2.72%
  • Theta-0.5371
  • Strike2,289
  • Moneyness3.7 ITM
  • Effective Gearing11.0
  • Hist. Vol of Underlying (30-days)12.71%
  • Gearing16.1
  • Premium2.46%
  • Implied Volatility20.63%
  • Maturity Date (D-M-Y)21/10/2025
  • Listing Date (D-M-Y)04/10/2024
  • Last Trading Date (D-M-Y)15/10/2025
  • Time to Maturity81day(s)
  • Board Lot500
  • Outstanding Qty (M)1.91
  • Outstanding Qty2.39%
Last Update : 01-08-2025 16:20(15 mins delayed)

Underlying

2840 SPDR GOLD TRUST

2,378.00-12.000(-0.50%)

Bid
2,377.00
Ask
2,378.00
  • Last2,378.00
  • Open2,389.00
  • High2,389.00
  • Low2,373.00
Last Update : 01-08-2025 16:20 (15 mins delayed)

Documents

  • -

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

1 Day

  • Call ($Million) -0.9
  • Put ($Million) +1.95

5 Days

  • Call ($Million) +0.01
  • Put ($Million) -0.15
Last Update : 01-08-2025