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Warrant Terms

HSI26400JPeCW170928 (CHNW)

Bid Price

0.158

Change

0.000

%Change

0.00

Prior

0.158

Volume
(Shares)

22,054,100

Open

0.156

Value
(SGD)

3,411,091

High

0.158

Underlying Price

Low

0.150

Last Trade

0.157
Last Updated: 23 Jul 17 08:26
Underlying Price
26,776.00
Bid VolumeĀ  Warrant Bid Warrant Ask Ask Volume Traded Volume('000)
2,000,000 0.158 0.159 2,000,000 22,054
* Implied HSI futures price. Macquarie's HSI warrants track the movement of the HSI futures index.

Indicator

Warrant Code
CHNW
Effective Gearing
16.9 x
Underlying
HANG SENG INDEX
Delta
57.0 %
Type
CALL
Delta per Warrant
0.057 %
Issuer
JPMorgan Chase & Co
Sensitivity
10.04 ticks
Exercise Price
26,400.00
Break Even Price at Expiry
27,303.37
Most Recent Trade Date
21 Jul 17
Premium
2.0 %
Expiry
28 Sep 17
Implied Volatility
16.4 %
Last trading date
21 Sep 17
Theta
-0.09 %
Time to Maturity
67 days
Intrinsic Value per Warrant
$ 0.066
Warrant Per Share
1,000.0
Moneyness
1% ITM

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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