21448 - BPCSA50@EC1306A
Warrant Terms
| Warrant Code | 21448 | Maturity | 2013-06-03 |
|---|---|---|---|
| Warrant Name | BPCSA50@EC1306A | Last Trading Date | 2013-05-28 |
| Underlying | CSOP A50 ETF(2822) | Conversion Ratio | 1 |
| Type | StandardWarrants | Board Lot | 200 |
| Call/Put | Call | Issue Size | 30,000,000 |
| Strike Price (HKD) | 10.500 | Listing Date | 2012-12-04 |
Price Quote
| Warrant Price (HKD) | 0.125 ( 89.4%) |
Turnover ($K) | 352,640 |
|---|---|---|---|
| Warrant: Bid Price / Ask Price (HKD) | 0.124/ 0.143 | Volume (K) | 2,560,000 |
| Warrant: Bid Size / Ask Size | 50,000/ 500,000 | Underlying Price (HKD) | 10.40 ( 2.2%) |
| Underlying: High / Low (HKD) | 0.152/ 0.125 | Underlying: Bid Price / Ask Price (HKD) | 10.44/ 10.46 |
| No. of Trades | 9 | Underlying: High / Low (HKD) | 10.50/ 10.34 |
Indicators
Fair Index  |
5.00 | Vega (%) | 6.40 |
|---|---|---|---|
| Premium (%) | 2.16 | Historical Volatility (%) | 18.81 |
| Delta (%) | 41.64 | Moneyness (HKD) | -0.0083 |
| Gearing (X) | 83.2 | Outstanding Quantity | 357,000 |
| Effective Gearing (X) | 34.6 | Outstanding Quantity (%) | 1.19 |
| Implied Volatility (%) | 20.8 (0.0 ) |
Related Documents
| Supplemental Listing Document (English) |  |
| Base Listing Document (English) | |
Other BNPP Warrants
| Warrant Code | 25243 |
|---|---|
| Warrant Code | BPCSA50@EC1309A |
