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

Warrant Terms

OCBC Bk MB eCW171201 (CHRW)

Bid Price

0.048

Change

+0.001

%Change

+2.13

Prior

0.047

Volume
(Shares)

290,200

Open

0.046

Value
(SGD)

13,791

High

0.049

Underlying Price

Low

0.043

Last Trade

0.049
Last Updated: 20 Sep 17 13:44
Underlying Price
11.03
Bid VolumeĀ  Warrant Bid Warrant Ask Ask Volume Traded Volume('000)
100,000 0.048 0.049 50,000 290
* Implied HSI futures price. Macquarie's HSI warrants track the movement of the HSI futures index.

Indicator

Warrant Code
CHRW
Effective Gearing
12.2 x
Underlying
OCBC
Delta
47.6 %
Type
CALL
Delta per Warrant
5.290 %
Issuer
Macquarie Bank Ltd
Sensitivity
1.89 ticks
Exercise Price
11.20
Break Even Price at Expiry
11.63
Most Recent Trade Date
20 Sep 17
Premium
5.5 %
Expiry
01 Dec 17
Implied Volatility
25.6 %
Last trading date
24 Nov 17
Theta
-0.85 %
Time to Maturity
72 days
Intrinsic Value per Warrant
$ 0.000
Warrant Per Share
9.0
Moneyness
2% 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.

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