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Warrant Terms

HSIvtlECW170830 (CIFW)

Bid Price

0.122

Change

0.000

%Change

0.00

Prior

0.122

Volume
(Shares)

28,518,800

Open

0.122

Value
(SGD)

3,396,651

High

0.122

Underlying Price

Low

0.115

Last Trade

0.120
Last Updated: 23 Jul 17 08:26
Underlying Price
26,776.00
Bid VolumeĀ  Warrant Bid Warrant Ask Ask Volume Traded Volume('000)
381,000 0.122 0.123 381,000 28,519
* Implied HSI futures price. Macquarie's HSI warrants track the movement of the HSI futures index.

Indicator

Warrant Code
CIFW
Effective Gearing
19.9 x
Underlying
HANG SENG INDEX
Delta
51.9 %
Type
CALL
Delta per Warrant
0.052 %
Issuer
Bank Vontobel AG
Sensitivity
11.03 ticks
Exercise Price
26,688.00
Break Even Price at Expiry
27,385.54
Most Recent Trade Date
21 Jul 17
Premium
2.3 %
Expiry
30 Aug 17
Implied Volatility
19.3 %
Last trading date
23 Aug 17
Theta
-0.20 %
Time to Maturity
38 days
Intrinsic Value per Warrant
$ 0.015
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.

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