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Warrant Code

RS-BYD @EC1111 -23717

BYD COMPANY(1211)

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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  
0.104 0.97 0.103 0.104 0.105 0.105 48.9  0.72 12:16   Delayed
Warrant Information
Warrant Code 23717
Warrant Name
RS-BYD @EC1111
Underlying
Call/Put Call
Warrant Type Standard
Maturity (Y-M-D) 2011-11-28
Last Trading (Y-M-D)
2011-11-22
Strike 51.888
Moneyness OTM 6.11%
Break Even 62.288
Premium (%) 27.38%
Effective Gearing 2.72
Outstanding Quantity (M) 3.38
Outstanding(%) 1.69
Turnover(K) 210.00
Entitlement Ratio 100
Board Lot 5,000

Statistics

Delta 0.58
Implied Volatility 54.08%
5 Days Lowest Implied Volatility 53.90%
5 Days Highest Implied Volatility 55.15%
Vega $0.0021
Theta One Day $0.0001
Theta One Week $0.0010
Theta One Month $0.0041

Performance of Underlying

Underlying 10 Days Moving Average 46.7
Underlying 20 Days Moving Average 51.17

Implied Volatility

Date Warrant Spot($) Implied Volatility (%)
2010-09-08 0.103 54.503
2010-09-07 0.101 53.900
2010-09-06 0.106 55.149
2010-09-03 0.104 54.400
2010-09-02 0.096 53.916
2010-09-01 0.087 55.338