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Warrant Code

RSCLIFE@EC1011C -23034

CHINA LIFE(2628)

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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  
0.013 0.00 0.000 0.020 0.000 0.000 30.1  -0.17 16:01   Delayed
Warrant Information
Warrant Code 23034
Warrant Name
RSCLIFE@EC1011C
Underlying
Call/Put Call
Warrant Type Standard
Maturity (Y-M-D) 2010-11-17
Last Trading (Y-M-D)
2010-11-11
Strike 38.850
Moneyness OTM 29.07%
Break Even 38.980
Premium (%) 29.50%
Effective Gearing 15.03
Outstanding Quantity (M) 35.20
Outstanding(%) 14.08
Turnover(K) 0.00
Entitlement Ratio 10
Board Lot 10,000

Statistics

Delta 0.06
Implied Volatility 37.25%
5 Days Lowest Implied Volatility 33.63%
5 Days Highest Implied Volatility 34.62%
Vega $0.0017
Theta One Day $0.0004
Theta One Week $0.0034
Theta One Month $0.0107

Performance of Underlying

Underlying 10 Days Moving Average 30.2
Underlying 20 Days Moving Average 33.3

Implied Volatility

Date Warrant Spot($) Implied Volatility (%)
2010-09-08 0.013 36.796
2010-09-07 0.013 34.621
2010-09-06 0.013 33.627
2010-09-03 0.010 33.178
2010-09-02 0.010 32.964
2010-09-01 0.010 34.180