20589 - BP-WYNN@EC1306A
《What is Fair Index?》
Warrant Terms
Warrant Code 20589 Maturity 2013-06-04
Warrant Name BP-WYNN@EC1306A Last Trading Date 2013-05-29
Underlying WYNN MACAU(1128) Conversion Ratio 10
Type StandardWarrants Board Lot 400
Call/Put Call Issue Size 100,000,000
Strike Price (HKD) 22.000 Listing Date 2012-10-10
Price Quote
Warrant Price (HKD) 0.127 ( 33.7%) Turnover ($K) 0
Warrant: Bid Price / Ask Price (HKD) 0.127/ 0.137 Volume (K) 0
Warrant: Bid Size / Ask Size 30,000/ 30,000 Underlying Price (HKD) 23.25 ( 2.4%)
Underlying: High / Low (HKD) 0.000/ 0.000 Underlying: Bid Price / Ask Price (HKD) 23.25/ 23.30
No. of Trades 0 Underlying: High / Low (HKD) 23.35/ 22.90
Indicators
 Fair Index
-15.00 Vega (%) 0.36
Premium (%) 0.09 Historical Volatility (%) 28.27
Delta (%) N/A Moneyness (HKD) -0.0006
Gearing (X) 18.3 Outstanding Quantity 343,600
Effective Gearing (X) N/A Outstanding Quantity (%) 0.34
Implied Volatility (%) N/A    
Related Documents
Supplemental Listing Document (English)
Base Listing Document (English)
Other BNPP Warrants
Warrant Code 22677
Warrant Code BP-WYNN@EC1310A