22133 KBC China Mobile Put
- 0.029
0.007- High: 0.03
- Low: 0.02
- China Mobile Underlying Price
- 76.5
0.95
2010-04-22
2010-10-22
| Warrant Price Change | Underlying Price Change | Warrant T/O (M) | Average IV | Cashflow | |
|---|---|---|---|---|---|
| Today |
31.8% |
1.2% |
0.2 | 22.7% | -- |
| Last Trading Day |
21.4% |
1.8% |
0.2 | 23.8% |
0.2 |
- Bid:
- 0.027
- Ask:
- 0.029
- Delta %:
- -0.01059
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 | 70 (OTM 9.3%) | |
|---|---|---|
| Eff. Gearing | 27.9 | |
| IV | 22.8% | |
| Premium | 8.9% (Break Even 69.71) | |
| O/S | 14.5% (19M) | |
| Time Decay 1W | 34.3% | |
| Risk Factor | 75.1 |
-
2010-09-09 09:00指數即市: 港股窄幅待變 控制入場注碼 焦點正股 : 中銀、中移
即市：港股窄幅待變 控制入場注碼
分析重點：港股成交急升，但若扣除中移成交(588.5億元)，港股其餘成交約599.7億元，反映投資者視中移跌為單一配售事件，市場情緒並非太淡;即市高低波幅148點。道指昨微升0.4%，恆指險守250天線(21072點)、但失守短期上升通道頂(21215點)，匯豐、中移、多隻內銀等重磅股整固，短期有機會於20800點至21400點整固，料今或再小調。
焦點股一：中銀
向好原因：中銀逆市高見22.95元(屬08年1月15日以來高位)，其前景佳優質股特性吸引資金。中行昨在港發行零售人民幣債券首日認購理想，中銀近270間分行銷售人債。自修訂《清算協議》、企業兌換人民幣獲鬆綁後，本港人民幣存款量急增，市場憧憬中銀 8月份的人民幣存款或激增逾100億元，至逾500億元人民幣。
焦點股二：中移
向好原因：中移昨跌3.78%，而沃達豐(Vodafone)配售所持中移3.2%股權(6.4億股)，佔去該股成交比重約86.5%，市場漸消化正股沽壓；當不明朗因素正消除，中移亦曾低見78.6元，但中移將與沃達豐繼續合作，中移ADR昨做價約77.2元，料短期波動大、上落區於77.2元至81.2元。中移3個月場外引伸單日升約2個波幅點子，升至23%，如好友博反彈，且認為中移基本因素不變下才小注、並「有胡要快吃」。但若中移沽壓驟增或基本因素轉淡，才反手做淡。
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.
