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Warrant Code

RS-HSI @EP1012C -23165

HANG SENG INDEX(HSI)

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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  
0.096 -6.80 0.095 0.096 0.000 0.000 21,204.84  0.55 12:29   Delayed
Warrant Information
Warrant Code 23165
Warrant Name
RS-HSI @EP1012C
Underlying
Call/Put Put
Warrant Type Standard
Maturity (Y-M-D) 2010-12-30
Last Trading (Y-M-D)
2010-12-24
Strike 19,800.000
Moneyness OTM 6.63%
Break Even 19,032.000
Premium (%) 10.25%
Effective Gearing 8.55
Outstanding Quantity (M) 0.88
Outstanding(%) 0.22
Turnover(K) 0.00
Entitlement Ratio 8,000
Board Lot 10,000

Statistics

Delta 0.31
Implied Volatility 30.00%
5 Days Lowest Implied Volatility 30.40%
5 Days Highest Implied Volatility 30.51%
Vega $0.0052
Theta One Day $0.0007
Theta One Week $0.0056
Theta One Month $0.0228

Performance of Underlying

Underlying 10 Days Moving Average 0.000
Underlying 20 Days Moving Average 0.000

Implied Volatility

Date Warrant Spot($) Implied Volatility (%)
2010-09-08 0.103 30.329
2010-09-07 0.092 30.398
2010-09-06 0.095 30.515
2010-09-03 0.118 31.548
2010-09-02 0.118 30.611
2010-09-01 0.138 32.078