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Warrant Code

RSTENCT@EC1011B -23102

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  
0.111 -3.48 0.108 0.114 0.111 0.115 149.8  -0.47 16:01   Delayed
Warrant Information
Warrant Code 23102
Warrant Name
RSTENCT@EC1011B
Underlying
Call/Put Call
Warrant Type Standard
Maturity (Y-M-D) 2010-11-25
Last Trading (Y-M-D)
2010-11-19
Strike 145.080
Moneyness ITM 3.15%
Break Even 156.180
Premium (%) 4.26%
Effective Gearing 8.28
Outstanding Quantity (M) 17.39
Outstanding(%) 6.96
Turnover(K) 232.30
Entitlement Ratio 100
Board Lot 10,000

Statistics

Delta 0.61
Implied Volatility 31.99%
5 Days Lowest Implied Volatility 32.58%
5 Days Highest Implied Volatility 32.81%
Vega $0.0026
Theta One Day $0.0005
Theta One Week $0.0045
Theta One Month $0.0189

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 0.115 31.654
2010-09-08 0.110 32.577
2010-09-07 0.121 32.809
2010-09-06 0.123 32.647
2010-09-03 0.093 33.645
2010-09-02 0.084 36.262