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Warrant Terms

KepCorp MBeCW171002 (CFEW)

Bid Price

0.015

Change

+0.001

%Change

+7.14

Prior

0.014

Volume
(Shares)

150,000

Open

0.011

Value
(SGD)

1,800

High

0.017

Underlying Price

Low

0.011

Last Trade

0.012
Last Updated: 23 Jul 17 08:26
Underlying Price
6.58
Bid VolumeĀ  Warrant Bid Warrant Ask Ask Volume Traded Volume('000)
10,000 0.015 0.017 10,000 150
* Implied HSI futures price. Macquarie's HSI warrants track the movement of the HSI futures index.

Indicator

Warrant Code
CFEW
Effective Gearing
11.2 x
Underlying
KEPPEL CORP
Delta
16.6 %
Type
CALL
Delta per Warrant
2.559 %
Issuer
Macquarie Bank Ltd
Sensitivity
3.91 ticks
Exercise Price
8.00
Break Even Price at Expiry
8.10
Most Recent Trade Date
21 Jul 17
Premium
23.1 %
Expiry
02 Oct 17
Implied Volatility
40.6 %
Last trading date
25 Sep 17
Theta
-2.14 %
Time to Maturity
71 days
Intrinsic Value per Warrant
$ 0.000
Warrant Per Share
6.5
Moneyness
18% OTM

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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