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Warrant Code

RS-DJIA @EP1103 -10984

DJI(DJI)

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Terms and Indicators

Warrants Analyser

Last Warrant Chg(%) Bid Ask Day Low Day High UL Spot UL Spot Chg(%) Last Update Get Realtime  
0.090 0.00 0.090 0.091 0.090 0.090 10,387.01  0.45 11:12   Delayed
Warrant Information
Warrant Code 10984
Warrant Name
RS-DJIA @EP1103
Underlying
DJI
Call/Put Put
Warrant Type Standard
Maturity (Y-M-D) 2011-03-18
Last Trading (Y-M-D)
2011-03-14
Strike 9,000.000
Moneyness OTM 13.35%
Break Even 5,400.000
Premium (%) 17.81%
Effective Gearing 5.58
Outstanding Quantity (M) 6.26
Outstanding(%) 6.26
Turnover(K) 45.00
Entitlement Ratio 40,000
Board Lot 10,000

Statistics

Delta 0.25
Implied Volatility 36.34%
5 Days Lowest Implied Volatility 35.92%
5 Days Highest Implied Volatility 36.27%
Vega $0.0046
Theta One Day $0.0004
Theta One Week $0.0035
Theta One Month $0.0141

Performance of Underlying

Underlying 10 Days Moving Average 0.000
Underlying 20 Days Moving Average 0.000

Implied Volatility

Date Warrant Spot($) Implied Volatility (%)
2010-09-08 0.090 35.755
2010-09-07 0.086 35.923
2010-09-06 0.088 36.266
2010-09-03 0.098 36.772
2010-09-02 0.104 37.388
2010-09-01 0.115 36.673