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Warrant Terms

OCBC Bk MB eCW180301 (CJYW)

Bid Price

0.040

Change

+0.001

%Change

+2.56

Prior

0.039

Volume
(Shares)

128,700

Open

0.038

Value
(SGD)

4,959

High

0.040

Underlying Price

Low

0.036

Last Trade

0.039
Last Updated: 20 Sep 17 13:44
Underlying Price
11.03
Bid VolumeĀ  Warrant Bid Warrant Ask Ask Volume Traded Volume('000)
50,000 0.040 0.041 100,000 129
* Implied HSI futures price. Macquarie's HSI warrants track the movement of the HSI futures index.

Indicator

Warrant Code
CJYW
Effective Gearing
9.8 x
Underlying
OCBC
Delta
32.0 %
Type
CALL
Delta per Warrant
3.555 %
Issuer
Macquarie Bank Ltd
Sensitivity
2.81 ticks
Exercise Price
12.20
Break Even Price at Expiry
12.56
Most Recent Trade Date
20 Sep 17
Premium
13.9 %
Expiry
01 Mar 18
Implied Volatility
25.8 %
Last trading date
22 Feb 18
Theta
-0.62 %
Time to Maturity
162 days
Intrinsic Value per Warrant
$ 0.000
Warrant Per Share
9.0
Moneyness
10% 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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