17271 KBC HSBC Call
- 0.093
0.002- High: 0.093
- Low: 0.092
- HSBC Underlying Price
- 79.25
-
0.05
2009-06-08
2011-07-05
| Warrant Price Change | Underlying Price Change | Warrant T/O (M) | Average IV | Cashflow | |
|---|---|---|---|---|---|
| Today |
2.1% |
0.1% |
0.2 | 29.7% | -- |
| Last Trading Day | 
8% |
1.6% |
0.3 | 29.5% |
0.2 |
- Bid:
- 0.093
- Ask:
- 0.094
- Delta %:
- 0.00602
Quick calculator only serves as an estimation of the theoretical price. The result may not be same as the option pricing model calculated from the trading model of KBC. All simulated prices are for illustration purposes only and are not indicative of actual performances and should not be relied upon as such. For details, please refer to the disclaimer at the bottom.
| Strike | 75 (ITM 5.7%) | |
|---|---|---|
| Eff. Gearing | 5.1 | |
| IV | 29.8% | |
| Premium | 6.4% (Break Even 84.3) | |
| O/S | 4.2% (17M) | |
| Time Decay 1W | 1% | |
| Risk Factor | 9 |
Disclaimer
The Calculator is for reference only. The calculator is based on the Black Scholes model to calculate theoretical price. Data is from DB Power Online Ltd. However, the result may not be same as the option pricing model calculated from the trading model of KBC. All simulated prices are for illustration purposes only and are not indicative of actual performances and should not be relied upon as such.
The warrant price can be volatile. Warrant price may be volatile between investors buy and sell the warrants
The dividend assumption of this calculator may derive from the market consensus.
