23346 KBC SHK PPT Call

  • 0.13
  • 0
  • High: 0
  • Low: 0
  • SHK PPT Underlying Price
  • 115.1
  • - 0.4
Issuer Hotline: 2238-6133
Listing Date
2010-07-02
Maturity Date
2011-08-01
Conversion Ratio: 100 Issue Size: 108M O/S: 5M (4.4%)
Warrant Price Change Underlying Price Change Warrant T/O (M) Average IV Cashflow
Today 0% - 0.3% 0 35.2% --
Last Trading Day 0% + 0.4% 0 35.1% 0

Quick Calculator (using market IV)

Bid:
0.128
Ask:
0.129
Delta %:
0.00519

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.

Warrant Terms and Comparison with Other Active Warrants

Strike 117.6 (OTM 2.1%)
  • 116.18
  • 125
Eff. Gearing 4.6
  • 4.5
  • 6.8
IV 35.5%
  • 31.1%
  • 35.4%
Premium 13.5% (Break Even 130.6)
  • 7.9%
  • 18.6%
O/S 4.4% (5M)
  • 0.1%
  • 23.4%
Time Decay 1W 1.2%
  • 0.5%
  • 75.1%
Risk Factor 9.1
  • 9
  • 12.8
The red bar indicates the term for this instrument
Blue represents other active warrants

Intraday Performance

Price Matrix

Related Analysis

  • 2010-09-07 10:15比聯正股即市分析 –似有機構性投資者買港交所 購23223 新地價升量增 價外購23346

    分析重點:
    【港交所價升量特增】昨成交量大增至1328萬股,較1天前勁升716%;同日,僅410萬元淨流入整體港交所認購證,反映港交所成交大增,似有機構性或專業投資者買入正股。港交所昨成交量,較過去5天平均升278%。

    【市場憧憬港交所招攬烏克蘭企業】繼俄羅斯、加拿大、巴西、蒙古等後,港交所積極拓展更多東歐公司來港上市,市場憧憬招攬烏克蘭工業、化學及資源類公司。技術上,日前向上回補128.3元(8月11日低位),阻力134.6元(4月16日低位),支持上移128.3元(8月11日低位)。

    【新地本月20日業績,昨以大成交回升】新地昨升3.3%,升穿20天線(112.13元)及50天線(112.38元),短期技術強;昨成交量大增至857萬股,較過去5天平均升106%。賣地前,由於新地於本月或推售上水「天巒」及以遠期樓花形式開售的壽山村道9號,仍有反彈憧憬。外資行予其一年目標價仍介乎105元至150元。跟進昨「晨早報告」建議留意新地認購23346,昨升16%。

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.

Selected Data from Reuters, DBPower and Infocast. 所有價格提供不少於十五分鐘延誤.
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