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

Warrant Terms

HSI26600MBeCW170928 (CJJW)

Bid Price

0.270

Change

+0.010

%Change

+3.85

Prior

0.260

Volume
(Shares)

10,000

Open

0.260

Value
(SGD)

2,700

High

0.270

Underlying Price

Low

0.250

Last Trade

0.270
Last Updated: 20 Sep 17 13:44
Underlying Price
28,108.00
Bid VolumeĀ  Warrant Bid Warrant Ask Ask Volume Traded Volume('000)
10,000 0.270 0.275 10,000 10
* Implied HSI futures price. Macquarie's HSI warrants track the movement of the HSI futures index.

Indicator

Warrant Code
CJJW
Effective Gearing
15.9 x
Underlying
HANG SENG INDEX
Delta
88.4 %
Type
CALL
Delta per Warrant
0.088 %
Issuer
Macquarie Bank Ltd
Sensitivity
32.77 ticks
Exercise Price
26,600.00
Break Even Price at Expiry
28,165.22
Most Recent Trade Date
20 Sep 17
Premium
0.2 %
Expiry
28 Sep 17
Implied Volatility
31.3 %
Last trading date
21 Sep 17
Theta
-0.16 %
Time to Maturity
8 days
Intrinsic Value per Warrant
$ 0.260
Warrant Per Share
1,000.0
Moneyness
6% 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