| CBBC Information | |
|---|---|
| CBBC Code | 63078 |
|
CBBC Name
RS#CP&CCRP1012B
|
|
|
Underlying
|
|
| Bull/Bear | Bear |
| Type (N/R) | R |
| Maturity (Y-M-D) | 2010-12-17 |
| Remaining to Maturity | 98 day(s) |
|
Last Trading (Y-M-D)
2010-12-16
|
|
| Strike | 7.380 |
| Callback Price | 6.880 |
| Call Level vs Spot Price | 0.570 |
| Intrinsic Value | 0.107 |
| Financial Cost | 0.009 |
| Premium (%) | 1.43 |
| Turnover('000) | 0.00 |
| Outstanding Quantity('000) | 0.00 |
| Outstanding(%) | 0.00 |
| Gearing (x) | 5.440 |
| Entitlement Ratio | 10 |
| Board Lot | 20,000 |
| Gearing Sensitivity* | 0.3513 |
| Percentage of difference between spot and callback price | 9.03% |
* 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。
