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Warrant Terms

OCBC Bk MB eCW171113 (CGMW)

Bid Price

0.116

Change

+0.007

%Change

+6.42

Prior

0.109

Volume
(Shares)

120,000

Open

0.116

Value
(SGD)

13,890

High

0.116

Underlying Price

Low

0.111

Last Trade

0.118
Last Updated: 23 Jul 17 08:26
Underlying Price
11.09
Bid VolumeĀ  Warrant Bid Warrant Ask Ask Volume Traded Volume('000)
10,000 0.116 0.117 10,000 120
* Implied HSI futures price. Macquarie's HSI warrants track the movement of the HSI futures index.

Indicator

Warrant Code
CGMW
Effective Gearing
8.8 x
Underlying
OCBC
Delta
82.8 %
Type
CALL
Delta per Warrant
9.196 %
Issuer
Macquarie Bank Ltd
Sensitivity
1.09 ticks
Exercise Price
10.20
Break Even Price at Expiry
11.24
Most Recent Trade Date
21 Jul 17
Premium
1.4 %
Expiry
13 Nov 17
Implied Volatility
17.6 %
Last trading date
06 Nov 17
Theta
-0.15 %
Time to Maturity
113 days
Intrinsic Value per Warrant
$ 0.099
Warrant Per Share
9.0
Moneyness
9% 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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