Most Popular
New Features
Tel: 65-6601-0289
English
About Macquarie

Warrant Terms

HSI28000JPeCW171030 (CKFW)

Bid Price

0.126

Change

+0.005

%Change

+4.13

Prior

0.121

Volume
(Shares)

233,000

Open

0.120

Value
(SGD)

28,754

High

0.127

Underlying Price

Low

0.116

Last Trade

0.127
Last Updated: 20 Sep 17 13:44
Underlying Price
28,107.00
Bid VolumeĀ  Warrant Bid Warrant Ask Ask Volume Traded Volume('000)
2,000,000 0.126 0.127 2,010,000 233
* Implied HSI futures price. Macquarie's HSI warrants track the movement of the HSI futures index.

Indicator

Warrant Code
CKFW
Effective Gearing
20.0 x
Underlying
HANG SENG INDEX
Delta
52.0 %
Type
CALL
Delta per Warrant
0.052 %
Issuer
JPMorgan Chase & Co
Sensitivity
11.15 ticks
Exercise Price
28,000.00
Break Even Price at Expiry
28,730.43
Most Recent Trade Date
20 Sep 17
Premium
2.2 %
Expiry
30 Oct 17
Implied Volatility
19.1 %
Last trading date
23 Oct 17
Theta
-0.19 %
Time to Maturity
40 days
Intrinsic Value per Warrant
$ 0.018
Warrant Per Share
1,000.0
Moneyness
0% 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.

Important information
Macquarie Privacy Policy
Terms of Use
Contact us
Disclaimer
Copyright (c) 2016 Macquarie Group Limited ABN 94 122 169 279. All rights reserved
Latest News