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Warrant Terms

DBS MB eCW171016 (CGQW)

Bid Price

0.079

Change

+0.004

%Change

+5.33

Prior

0.075

Volume
(Shares)

5,897,100

Open

0.069

Value
(SGD)

449,157

High

0.081

Underlying Price

Low

0.069

Last Trade

0.078
Last Updated: 23 Jul 17 08:26
Underlying Price
21.48
Bid VolumeĀ  Warrant Bid Warrant Ask Ask Volume Traded Volume('000)
10,000 0.079 0.080 50,000 5,897
* Implied HSI futures price. Macquarie's HSI warrants track the movement of the HSI futures index.

Indicator

Warrant Code
CGQW
Effective Gearing
13.4 x
Underlying
DBS GRP HLDGS
Delta
44.4 %
Type
CALL
Delta per Warrant
4.939 %
Issuer
Macquarie Bank Ltd
Sensitivity
2.02 ticks
Exercise Price
22.00
Break Even Price at Expiry
22.71
Most Recent Trade Date
21 Jul 17
Premium
5.7 %
Expiry
16 Oct 17
Implied Volatility
21.7 %
Last trading date
09 Oct 17
Theta
-0.78 %
Time to Maturity
85 days
Intrinsic Value per Warrant
$ 0.000
Warrant Per Share
9.00001
Moneyness
2% 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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