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Warrant Code

RS-JIANC@EC1012 -23017

JIANGXI COPPER(0358)

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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  
0.250 1.63 0.250 0.265 0.000 0.000 17.96  1.01 15:16   Delayed
Warrant Information
Warrant Code 23017
Warrant Name
RS-JIANC@EC1012
Underlying
Call/Put Call
Warrant Type Standard
Maturity (Y-M-D) 2010-12-31
Last Trading (Y-M-D)
2010-12-26
Strike 16.880
Moneyness ITM 6.01%
Break Even 19.380
Premium (%) 7.91%
Effective Gearing 4.51
Outstanding Quantity (M) 0.00
Outstanding(%) 0.00
Turnover(K) 0.00
Entitlement Ratio 10
Board Lot 10,000

Statistics

Delta 0.63
Implied Volatility 51.74%
5 Days Lowest Implied Volatility 51.10%
5 Days Highest Implied Volatility 51.90%
Vega $0.0037
Theta One Day $0.0008
Theta One Week $0.0065
Theta One Month $0.0267

Performance of Underlying

Underlying 10 Days Moving Average 17.42
Underlying 20 Days Moving Average 16.49

Implied Volatility

Date Warrant Spot($) Implied Volatility (%)
2010-09-09 0.246 53.450
2010-09-08 0.255 51.646
2010-09-07 0.255 51.102
2010-09-06 0.250 51.900
2010-09-03 0.250 56.069
2010-09-02 0.249 55.903