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Warrant Code

RSCP&CC@EC1011B -22770

SINOPEC CORP(0386)

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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  
0.100 25.00 0.086 0.104 0.100 0.104 6.36  0.79 12:29   Delayed
Warrant Information
Warrant Code 22770
Warrant Name
RSCP&CC@EC1011B
Underlying
Call/Put Call
Warrant Type Standard
Maturity (Y-M-D) 2010-11-30
Last Trading (Y-M-D)
2010-11-24
Strike 6.880
Moneyness OTM 8.18%
Break Even 6.980
Premium (%) 9.75%
Effective Gearing 15.68
Outstanding Quantity (M) 39.07
Outstanding(%) 39.07
Turnover(K) 30.60
Entitlement Ratio 1
Board Lot 2,000

Statistics

Delta 0.25
Implied Volatility 23.91%
5 Days Lowest Implied Volatility 24.47%
5 Days Highest Implied Volatility 24.78%
Vega $0.0095
Theta One Day $0.0013
Theta One Week $0.0104
Theta One Month $0.0422

Performance of Underlying

Underlying 10 Days Moving Average 6.22
Underlying 20 Days Moving Average 6.21

Implied Volatility

Date Warrant Spot($) Implied Volatility (%)
2010-09-08 0.080 22.849
2010-09-07 0.103 24.469
2010-09-06 0.100 24.784
2010-09-03 0.078 24.133
2010-09-02 0.067 24.048
2010-09-01 0.067 23.250