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Warrant Code

RS-TENCT@EC1012 -23036

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  
0.065 -4.41 0.063 0.065 0.000 0.000 149.8  -0.47 16:01   Delayed
Warrant Information
Warrant Code 23036
Warrant Name
RS-TENCT@EC1012
Underlying
Call/Put Call
Warrant Type Standard
Maturity (Y-M-D) 2010-12-31
Last Trading (Y-M-D)
2010-12-26
Strike 168.080
Moneyness OTM 12.20%
Break Even 174.580
Premium (%) 16.54%
Effective Gearing 7.75
Outstanding Quantity (M) 0.65
Outstanding(%) 0.26
Turnover(K) 0.00
Entitlement Ratio 100
Board Lot 1,000

Statistics

Delta 0.34
Implied Volatility 39.38%
5 Days Lowest Implied Volatility 39.82%
5 Days Highest Implied Volatility 40.33%
Vega $0.0030
Theta One Day $0.0005
Theta One Week $0.0043
Theta One Month $0.0173

Performance of Underlying

Underlying 10 Days Moving Average 145.8
Underlying 20 Days Moving Average 143.7

Implied Volatility

Date Warrant Spot($) Implied Volatility (%)
2010-09-09 0.068 39.411
2010-09-08 0.066 40.029
2010-09-07 0.073 40.329
2010-09-06 0.073 39.819
2010-09-03 0.056 40.077
2010-09-02 0.047 40.018