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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
  • Delta63.47%
  • Vega3.12%
  • Theta-0.4602
  • Strike2,351
  • Moneyness2.2 ITM
  • Effective Gearing8.6
  • Hist. Vol of Underlying (30-days)29.56%
  • Gearing13.5
  • Premium5.22%
  • Implied Volatility21.81%
  • 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 Maturity140day(s)
  • Board Lot2,500
  • Outstanding Qty (M)0.65
  • Outstanding Qty0.93%
Last Update : 06-05-2025 11:20(15 mins delayed)

Underlying

2840 SPDR GOLD TRUST

2,403.00+73.000(+3.13%)

Bid
2,401.00
Ask
2,404.00
  • Last2,403.00
  • Open2,400.00
  • High2,422.00
  • Low2,396.00
Last Update : 06-05-2025 11:20 (15 mins delayed)

Documents

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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