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Warrant Code

RS-FXA50@EP1103 -22540

ISHARES A50(2823)

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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  
0.104 2.97 0.103 0.104 0.100 0.105 12.08  -0.66 11:46   Delayed
Warrant Information
Warrant Code 22540
Warrant Name
RS-FXA50@EP1103
Underlying
Call/Put Put
Warrant Type Standard
Maturity (Y-M-D) 2011-03-30
Last Trading (Y-M-D)
2011-03-24
Strike 11.880
Moneyness OTM 1.66%
Break Even 10.840
Premium (%) 10.26%
Effective Gearing 4.96
Outstanding Quantity (M) 4.20
Outstanding(%) 1.40
Turnover(K) 10,590.16
Entitlement Ratio 10
Board Lot 1,000

Statistics

Delta 0.43
Implied Volatility 31.83%
5 Days Lowest Implied Volatility 33.00%
5 Days Highest Implied Volatility 33.14%
Vega $0.0035
Theta One Day $0.0003
Theta One Week $0.0023
Theta One Month $0.0091

Performance of Underlying

Underlying 10 Days Moving Average 12.07
Underlying 20 Days Moving Average 12.22

Implied Volatility

Date Warrant Spot($) Implied Volatility (%)
2010-09-08 0.101 31.855
2010-09-07 0.097 33.141
2010-09-06 0.096 32.995
2010-09-03 0.109 32.998
2010-09-02 0.114 33.840
2010-09-01 0.121 34.007