牛熊證,窩輪,CBBC,Warrants,warrant,RBS,蘇格蘭皇家銀行,認股證,淨價投資證,淨價證,認購,認沽,香港,權證,結構性產品,槓桿,溢價,引伸波幅,換股比率,Zero Certificate,call,put,HK,Hong Kong,Hang Seng Index,issuer,stock,derivatives,turnover,strike,price,analysis,gearing,premium,delta,ratio,implied volatility,time value,expiring

Home Warrants CBBCs Zero Certs Information Moneyflow Analysis Market Overivew Seminar Education   Login/Register
RBS Warrants & CBBCs Focus Today
Quick Search
Or
CBBC residual value search engine:
Residual value:
Please use the below searching tool
Underlying Bull/Bear Callback Price Gearing Issuer
Or
CBBC Code

RS#HSCEIRP1009F -61877

HANG SENG C E I(HSCEI)

Last Update: 16:01
Terms and Indicators

CBBCs Analyser

Last Change (%) Bid Ask Day Low Day High Spot Spot Change(%) Last Update Get Realtime  
0.106 0.00 0.105 0.108 0.097 0.113 11,835.93 0.05 16:01   Delayed
CBBC Information
CBBC Code 61877
CBBC Name
RS#HSCEIRP1009F
Underlying
Bull/Bear Bear
Type (N/R) R
Maturity (Y-M-D) 2010-09-29
Remaining to Maturity 19 day(s)
Last Trading (Y-M-D)
2010-09-28
Strike 12,900.000
Callback Price 12,400.000
Call Level vs Spot Price 564.070
Intrinsic Value 0.106
Financial Cost -0.00041
Premium (%) -0.03
Turnover('000) 1,045.58
Outstanding Quantity('000) 6.22
Outstanding(%) 2.49
Gearing (x) 11.166
Entitlement Ratio 10,000
Board Lot 10,000
Gearing Sensitivity* 1.3756
Percentage of difference between spot and callback price 4.77%
* 槓桿敏感度計算現貨價格每變動1%，該牛熊證的槓桿值變化。現貨上升，牛證之槓桿值下跌，熊證之槓桿值則上升。

Funding Costs

1-day funding costs $-0.0000
1-week funding costs $-0.0001
1-month funding costs $-0.0006