23562 KBC Agricultural Bank of China Put
- 0.038
0.001- High: 0.039
- Low: 0.036
- Agricultural Bank of China Underlying Price
- 3.79
0.05
2010-07-16
2011-01-17
| Warrant Price Change | Underlying Price Change | Warrant T/O (M) | Average IV | Cashflow | |
|---|---|---|---|---|---|
| Today |
2.6% |
1.3% |
0 | 34.2% | -- |
| Last Trading Day |
15.2% |
3.6% |
0.1 | 32.4% |
0 |
- Bid:
- 0.036
- Ask:
- 0.038
- Delta %:
- -0.09714
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 | 2.98 (OTM 27.2%) | |
|---|---|---|
| Eff. Gearing | 9.7 | |
| IV | 34.7% | |
| Premium | 22.4% (Break Even 2.94) | |
| O/S | 20.7% (33M) | |
| Time Decay 1W | 9.4% | |
| Risk Factor | 29.4 |
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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。
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2010-09-10 09:00指數即市: 今或先反彈、後回 焦點正股 : 農行、和黃
即市：今或先反彈、後回
分析重點：恆指仍失守短期上升通道頂(21215點)，但10天線(20935點)剛從底回升穿20天線(20927點)，短期技術仍佳。惟礙於恆指過去兩日高低波幅分別148點及126點，反映大部份重磅藍籌業績後偏靜，短期續於20800點至21400點之間調整。上周首領失業救濟人數減少2.7萬、兩個月以來低位，道指昨升28點，恆指今或先反彈、後回吐。
焦點股一：農行
向好原因：昨創上市新高3.75元，價升3.6%，單日成交勁，反映上升動力偏強。恆指服務公司或於11月檢討成份股，市場憧憬農行未來或成指數成份股；中線，外資行予其較新近的1年目標價介乎4.1元至4.56元，市場看好農行資產回報率及淨息差具上升空間，因其農村業務將提供更多盈利。農行10天線(3.59元)及20天線(3.51元)續升，技術偏好。
焦點股二：和黃
向好原因：昨升0.7%，收61.15元，低於外資行予其1年目標價(62元至82元)，市場看好其3G業務盈利增。基本因素，和黃市盈率17.6倍、市帳率0.96倍，估值相對較平。和黃10天線(60.07元)及20天線(60.63元)續升，短期偏好。
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.
