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Warrant Code

RS-HSI @EP1010B -23464

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  
0.036 -16.28 0.035 0.036 0.000 0.000 21,283.14  0.55 15:32   Delayed
Warrant Information
Warrant Code 23464
Warrant Name
RS-HSI @EP1010B
Underlying
Call/Put Put
Warrant Type Standard
Maturity (Y-M-D) 2010-10-28
Last Trading (Y-M-D)
2010-10-22
Strike 20,000.000
Moneyness OTM 5.99%
Break Even 19,712.000
Premium (%) 7.35%
Effective Gearing 17.55
Outstanding Quantity (M) 5.38
Outstanding(%) 2.15
Turnover(K) 0.00
Entitlement Ratio 8,000
Board Lot 10,000

Statistics

Delta 0.24
Implied Volatility 25.54%
5 Days Lowest Implied Volatility 26.60%
5 Days Highest Implied Volatility 26.65%
Vega $0.0030
Theta One Day $0.0008
Theta One Week $0.0065
Theta One Month $0.0266

Performance of Underlying

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

Implied Volatility

Date Warrant Spot($) Implied Volatility (%)
2010-09-09 0.043 26.454
2010-09-08 0.047 26.605
2010-09-07 0.038 26.648
2010-09-06 0.040 26.596
2010-09-03 0.060 27.833
2010-09-02 0.064 27.560