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Warrant Code

RS-HSBC @EC1109 -22805

HSBC HOLDINGS(0005)

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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  
0.108 1.89 0.107 0.108 0.108 0.109 78.45  0.32 12:19   Delayed
Warrant Information
Warrant Code 22805
Warrant Name
RS-HSBC @EC1109
Underlying
Call/Put Call
Warrant Type Standard
Maturity (Y-M-D) 2011-09-26
Last Trading (Y-M-D)
2011-09-20
Strike 73.037
Moneyness ITM 6.90%
Break Even 83.037
Premium (%) 5.85%
Effective Gearing 4.28
Outstanding Quantity (M) 23.81
Outstanding(%) 11.90
Turnover(K) 8,890.04
Entitlement Ratio 93
Board Lot 4,000

Statistics

Delta 0.55
Implied Volatility 31.97%
5 Days Lowest Implied Volatility 32.01%
5 Days Highest Implied Volatility 32.21%
Vega $0.0032
Theta One Day $0.0001
Theta One Week $0.0005
Theta One Month $0.0020

Performance of Underlying

Underlying 10 Days Moving Average 77.53
Underlying 20 Days Moving Average 77.38

Implied Volatility

Date Warrant Spot($) Implied Volatility (%)
2010-09-08 0.106 31.788
2010-09-07 0.113 32.009
2010-09-06 0.114 32.208
2010-09-03 0.110 33.213
2010-09-02 0.108 32.751
2010-09-01 0.100 32.905