23779 KBC HSI Put
- 0.094
0.004- High: 0.097
- Low: 0.094
- Supporting IV: 21%
- HSI Underlying Price
- 21401.79
46.02
2010-07-29
2010-12-30
| Warrant Price Change | Underlying Price Change | Warrant T/O (M) | Average IV | Cashflow | |
|---|---|---|---|---|---|
| Today |
4.1% |
0.2% |
0 | 24.9% | -- |
| Last Trading Day |
16.2% |
1.8% |
0.4 | 25.2% |
0.1 |
- Bid:
- 0.095
- Ask:
- 0.096
- Delta %:
- -0.00004
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 | 20600 (OTM 3.9%) | |
|---|---|---|
| Eff. Gearing | 9.7 | |
| IV | 24.6% | |
| Premium | 7.7% (Break Even 19754) | |
| O/S | 0.8% (2M) | |
| Time Decay 1W | 4% | |
| Risk Factor | 19.1 |
-
2010-09-07 09:00指數即市: 港股大成交升 即市阻力上移21582點 焦點正股 : 農行、安碩A50
即市：港股大成交升 即市阻力上移21582點
分析重點：港匯轉強(1美元兌7.7673)，港股以大成交再升384點，期指以接近全日高位21353點收市，反映股票及期指友稍看好後市。本周市場憧憬美或延長科研稅務優惠，美擬500億美元基建計劃，若上證今升穿保歷加通道頂部(2702點)，料恆指今早再升，即市阻力上移21582點(4月19日高位)。
焦點股一： 農行
向好原因：農行昨升2.8%、創新高3.68元，部份看好農行的投資者，再追入農行認購，當已沽出認購證的發行商需買入正股對沖風險，變相增加正股動力。外資行予農行1年目標價介乎3.5元至4.3元。近期，農行9月起恢復放法人房地產貸款，市場憧憬該股未來有條件成為指數成份股。農行升穿保歷加通道頂部(3.63元)，短期技術偏好。
焦點股二： 安碩A50
向好原因：內地維持高經濟增長，但在宏調影響下，上證年內累積跌幅17%，令其預期市盈率降至15.9倍，幾乎屬10年以來低位。A50昨升穿50天(12.2元)及100天線(12.22元)，股價較每股淨值溢價7.1%，仍屬偏低水平。
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.
