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Warrant Code

RS-CCCCL@EC1112 -22618

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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  
0.195 -1.02 0.193 0.195 0.000 0.000 7.20  -0.14 12:29   Delayed
Warrant Information
Warrant Code 22618
Warrant Name
RS-CCCCL@EC1112
Underlying
Call/Put Call
Warrant Type Standard
Maturity (Y-M-D) 2011-12-30
Last Trading (Y-M-D)
2011-12-26
Strike 6.000
Moneyness ITM 16.67%
Break Even 7.950
Premium (%) 10.42%
Effective Gearing 2.65
Outstanding Quantity (M) 1.79
Outstanding(%) 0.72
Turnover(K) 0.00
Entitlement Ratio 10
Board Lot 10,000

Statistics

Delta 0.72
Implied Volatility 43.99%
5 Days Lowest Implied Volatility 43.54%
5 Days Highest Implied Volatility 43.95%
Vega $0.0027
Theta One Day $0.0001
Theta One Week $0.0009
Theta One Month $0.0037

Performance of Underlying

Underlying 10 Days Moving Average 7.10
Underlying 20 Days Moving Average 7.24

Implied Volatility

Date Warrant Spot($) Implied Volatility (%)
2010-09-08 0.197 44.419
2010-09-07 0.206 43.950
2010-09-06 0.205 43.539
2010-09-03 0.200 43.983
2010-09-02 0.203 43.176
2010-09-01 0.183 43.682