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Warrant Code

RS-CMOB@EC1010A -22076

CHINA MOBILE(0941)

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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  
0.026 -13.33 0.019 0.026 0.019 0.026 77.60  0.15 12:29   Delayed
Warrant Information
Warrant Code 22076
Warrant Name
RS-CMOB@EC1010A
Underlying
Call/Put Call
Warrant Type Standard
Maturity (Y-M-D) 2010-10-05
Last Trading (Y-M-D)
2010-09-28
Strike 82.990
Moneyness OTM 6.95%
Break Even 83.250
Premium (%) 7.28%
Effective Gearing 36.26
Outstanding Quantity (M) 24.11
Outstanding(%) 16.07
Turnover(K) 103.57
Entitlement Ratio 10
Board Lot 5,000

Statistics

Delta 0.12
Implied Volatility 21.46%
5 Days Lowest Implied Volatility 14.02%
5 Days Highest Implied Volatility 17.26%
Vega $0.0042
Theta One Day $0.0017
Theta One Week $0.0129
Theta One Month $0.0268

Performance of Underlying

Underlying 10 Days Moving Average 80.45
Underlying 20 Days Moving Average 80.05

Implied Volatility

Date Warrant Spot($) Implied Volatility (%)
2010-09-08 0.030 18.123
2010-09-07 0.080 14.022
2010-09-06 0.085 17.265
2010-09-03 0.045 12.547
2010-09-02 0.045 16.431
2010-09-01 0.041 17.210