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Non-collateralized Nature of Structured Products

Terms and Indicators

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Terms and Indicators

28887 UBSPDRG@EC2509A

Call / Underlying: 2840 SPDR GOLD TRUST

Terms and Indicators

  • NameUBSPDRG@EC2509A
  • TypeStandard
  • Call/PutCall
  • Conversion Ratio0.002
  • Delta66.24%
  • Vega2.93%
  • Theta-0.4469
  • Strike2,351
  • Moneyness3.5 ITM
  • Effective Gearing9.6
  • Hist. Vol of Underlying (30-days)31.13%
  • Gearing14.5
  • Premium3.34%
  • Implied Volatility20.84%
  • Maturity Date (D-M-Y)23/09/2025
  • Listing Date (D-M-Y)06/11/2024
  • Last Trading Date (D-M-Y)17/09/2025
  • Time to Maturity111day(s)
  • Board Lot2,500
  • Outstanding Qty (M)1.13
  • Outstanding Qty1.61%
Last Update : 04-06-2025 10:30(15 mins delayed)

Underlying

2840 SPDR GOLD TRUST

2,437.00+10.000(+0.41%)

Bid
2,436.00
Ask
2,437.00
  • Last2,437.00
  • Open2,427.00
  • High2,439.00
  • Low2,427.00
Last Update : 04-06-2025 10:30 (15 mins delayed)

Documents

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

1 Day

  • Call ($Million) -1.2
  • Put ($Million) -0.74

5 Days

  • Call ($Million) +6.10
  • Put ($Million) +6.46
Last Update : 03-06-2025