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Warrant Terms

SingTelMBeCW171002 (CBAW)

Bid Price

0.032

Change

+0.005

%Change

+18.52

Prior

0.027

Volume
(Shares)

1,567,900

Open

0.027

Value
(SGD)

48,063

High

0.032

Underlying Price

Low

0.027

Last Trade

0.032
Last Updated: 23 Jul 17 08:26
Underlying Price
3.91
Bid VolumeĀ  Warrant Bid Warrant Ask Ask Volume Traded Volume('000)
300,000 0.032 0.033 730,000 1,568
* Implied HSI futures price. Macquarie's HSI warrants track the movement of the HSI futures index.

Indicator

Warrant Code
CBAW
Effective Gearing
13.2 x
Underlying
SINGTEL
Delta
54.2 %
Type
CALL
Delta per Warrant
10.844 %
Issuer
Macquarie Bank Ltd
Sensitivity
0.92 ticks
Exercise Price
3.90
Break Even Price at Expiry
4.06
Most Recent Trade Date
21 Jul 17
Premium
3.8 %
Expiry
02 Oct 17
Implied Volatility
21.4 %
Last trading date
25 Sep 17
Theta
-0.69 %
Time to Maturity
71 days
Intrinsic Value per Warrant
$ 0.002
Warrant Per Share
5.0
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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