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Warrant Terms

HSI26600MBeCW170928 (CJJW)

Bid Price

0.163

Change

+0.001

%Change

+0.62

Prior

0.162

Volume
(Shares)

40,993,000

Open

0.161

Value
(SGD)

6,536,183

High

0.163

Underlying Price

Low

0.155

Last Trade

0.163
Last Updated: 23 Jul 17 08:26
Underlying Price
26,776.00
Bid VolumeĀ  Warrant Bid Warrant Ask Ask Volume Traded Volume('000)
300,000 0.163 0.164 300,000 40,993
* Implied HSI futures price. Macquarie's HSI warrants track the movement of the HSI futures index.

Indicator

Warrant Code
CJJW
Effective Gearing
15.2 x
Underlying
HANG SENG INDEX
Delta
52.8 %
Type
CALL
Delta per Warrant
0.053 %
Issuer
Macquarie Bank Ltd
Sensitivity
10.83 ticks
Exercise Price
26,600.00
Break Even Price at Expiry
27,531.96
Most Recent Trade Date
21 Jul 17
Premium
2.8 %
Expiry
28 Sep 17
Implied Volatility
19.3 %
Last trading date
21 Sep 17
Theta
-0.11 %
Time to Maturity
67 days
Intrinsic Value per Warrant
$ 0.031
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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