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Warrant Terms

CapitalaMBeCW171101 (CFKW)

Bid Price

0.020

Change

+0.001

%Change

+5.26

Prior

0.019

Volume
(Shares)

399,800

Open

0.019

Value
(SGD)

8,396

High

0.021

Underlying Price

Low

0.019

Last Trade

0.021
Last Updated: 23 Jul 17 08:26
Underlying Price
3.74
Bid VolumeĀ  Warrant Bid Warrant Ask Ask Volume Traded Volume('000)
300,000 0.020 0.021 50,000 400
* Implied HSI futures price. Macquarie's HSI warrants track the movement of the HSI futures index.

Indicator

Warrant Code
CFKW
Effective Gearing
10.1 x
Underlying
CAPITALAND
Delta
34.9 %
Type
CALL
Delta per Warrant
5.375 %
Issuer
Macquarie Bank Ltd
Sensitivity
1.86 ticks
Exercise Price
4.05
Break Even Price at Expiry
4.18
Most Recent Trade Date
21 Jul 17
Premium
11.8 %
Expiry
01 Nov 17
Implied Volatility
30.3 %
Last trading date
25 Oct 17
Theta
-0.87 %
Time to Maturity
101 days
Intrinsic Value per Warrant
$ 0.000
Warrant Per Share
6.5
Moneyness
8% OTM

The warrant price displayed in Prior, Open, High and Low is based on the 'bid price' for the warrant rather than the 'traded price'. The intraday graph also uses the warrant bid price to generate the warrant price history. We do this to provide a more accurate representation of the warrant value at each particular point in time and a more accurate reflection of warrant price changes. Warrants do not trade as frequently as shares and sometimes may not record a trade for a long period of time though the bid/offer prices may continue to move, therefore using the bid price is usually the best indicator of warrant value. For a more detailed description click here.

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