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Warrant Terms

HSI27400MBeCW170928 (CJPW)

Bid Price

0.144

Change

+0.006

%Change

+4.35

Prior

0.138

Volume
(Shares)

0

Open

0.138

Value
(SGD)

0

High

0.146

Underlying Price

Low

0.131

Last Trade

0.152
Last Updated: 20 Sep 17 13:46
Underlying Price
28,104.00
Bid VolumeĀ  Warrant Bid Warrant Ask Ask Volume Traded Volume('000)
10,000 0.144 0.148 10,000 0
* Implied HSI futures price. Macquarie's HSI warrants track the movement of the HSI futures index.

Indicator

Warrant Code
CJPW
Effective Gearing
25.6 x
Underlying
HANG SENG INDEX
Delta
76.1 %
Type
CALL
Delta per Warrant
0.076 %
Issuer
Macquarie Bank Ltd
Sensitivity
7.62 ticks
Exercise Price
27,400.00
Break Even Price at Expiry
28,234.78
Most Recent Trade Date
18 Sep 17
Premium
0.5 %
Expiry
28 Sep 17
Implied Volatility
24.3 %
Last trading date
21 Sep 17
Theta
-0.38 %
Time to Maturity
8 days
Intrinsic Value per Warrant
$ 0.121
Warrant Per Share
1,000.0
Moneyness
3% 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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