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Warrant Code

RSTENCT@EC1011A -22624

TENCENT(0700)

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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  
0.082 9.33 0.082 0.084 0.079 0.082 150.7  1.01 12:29   Delayed
Warrant Information
Warrant Code 22624
Warrant Name
RSTENCT@EC1011A
Underlying
Call/Put Call
Warrant Type Standard
Maturity (Y-M-D) 2010-11-29
Last Trading (Y-M-D)
2010-11-23
Strike 153.880
Moneyness OTM 2.11%
Break Even 162.080
Premium (%) 7.55%
Effective Gearing 8.80
Outstanding Quantity (M) 28.34
Outstanding(%) 11.33
Turnover(K) 207.05
Entitlement Ratio 100
Board Lot 1,000

Statistics

Delta 0.48
Implied Volatility 34.08%
5 Days Lowest Implied Volatility 33.86%
5 Days Highest Implied Volatility 34.19%
Vega $0.0028
Theta One Day $0.0006
Theta One Week $0.0048
Theta One Month $0.0204

Performance of Underlying

Underlying 10 Days Moving Average 144.8
Underlying 20 Days Moving Average 143.3

Implied Volatility

Date Warrant Spot($) Implied Volatility (%)
2010-09-08 0.075 33.874
2010-09-07 0.083 33.855
2010-09-06 0.086 34.191
2010-09-03 0.065 35.398
2010-09-02 0.053 35.340
2010-09-01 0.055 35.093