22576 KBC A50 Put
- 0.116
0.003- High: 0.117
- Low: 0.117
- Supporting IV: 33%
- A50 Underlying Price
- 12
0.02
2010-05-12
2011-04-01
| Warrant Price Change | Underlying Price Change | Warrant T/O (M) | Average IV | Cashflow | |
|---|---|---|---|---|---|
| Today |
2.7% |
0.2% |
0 | 34.4% | -- |
| Last Trading Day |
0.9% |
1.2% |
0 | 34.1% | 0 |
- Bid:
- 0.115
- Ask:
- 0.116
- Delta %:
- -0.04398
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 | 11.88 (OTM 1%) | |
|---|---|---|
| Eff. Gearing | 4.6 | |
| IV | 34.3% | |
| Premium | 10.7% (Break Even 10.72) | |
| O/S | 0.2% (0M) | |
| Time Decay 1W | 1.8% | |
| Risk Factor | 9.4 |
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2010-09-10 10:30比聯正股即市分析 – 好友「坐」中銀認購 價外購24196 A股反彈 價外購24564
分析重點：
【我們予中銀建議，是「強烈留意」(即正股成交正升，資金流向強烈)】。中銀今曾升1.8%，未來受惠人民幣貸款增加、企業兌換人民幣獲鬆綁。根據《福布斯》最新排名，香港營商環境由去年排名第9急升至今年排名第2，市場指受惠人民幣業務發展突飛猛進。【如看好中銀，選流通性佳的中銀認購證如24196】「資金動力」(認購證成交)大升，中銀認購證昨成交1億元，較上日跌3.8%，但整體成交不多；「隔夜資金」傾向看好，920萬元，淨流入中銀認購。波幅，中銀認購證引伸持平，平均引伸31.8%，較上日升0.1%；上市期權引伸27.5%，較上日升1.5%。綜合，當波幅擴大、傾向留意中銀認購證如24196，擁中長年期、輪價細細粒。
【我們予A50建議，是「列入觀察」(即正股處重要技術支持，待資金炒作)】昨820萬元，淨流入A50認購證。上證今早稍反彈至2662點，預期市盈率僅15.7倍。A50今早上試10天線(12.09元)，股價較每股淨值溢價7%,屬偏低水平，支持保歷加通道底(11.79元)，阻力50天線(12.24元)。
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2010-09-10 09:00比聯窩輪、牛熊證 - 專注、透徹
比聯向來重視市場透明度，自08年推出金牌系列，為市場提供更優質資訊及高流通性的輪證選擇。我們堅持再提升開價透明度，對發行的下列中資金融股建行、工行、中行、農行及A50窩輪金牌系列，提供本週交易員心目中的收市引伸波幅區間，讓您更能預視輪證的風險回報。
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.
