23800 KBC ICBC Call
- 0.078
0.007- High: 0.08
- Low: 0.078
- ICBC Underlying Price
- 5.78
-
0.03
2010-07-30
2010-12-10
| Warrant Price Change | Underlying Price Change | Warrant T/O (M) | Average IV | Cashflow | |
|---|---|---|---|---|---|
| Today |
8.2% |
0.5% |
0.2 | 30.2% | -- |
| Last Trading Day |
13.3% |
0.7% |
0 | 30.6% | 0 |
- Bid:
- 0.076
- Ask:
- 0.080
- Delta %:
- 0.18128
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 | 6.68 (OTM 13.5%) | |
|---|---|---|
| Eff. Gearing | 13.4 | |
| IV | 30.1% | |
| Premium | 16.9% (Break Even 6.76) | |
| O/S | 2.1% (3M) | |
| Time Decay 1W | 11.1% | |
| Risk Factor | 34.5 |
-
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.
