|
Terms |
|
|
Code |
609949 |
|
Name |
MACSE9949LGD-C |
|
Underlying |
LG Display |
|
Type |
Asian |
|
Call/Put |
Call |
|
Strike |
41,500 |
|
Expiry |
2010-05-07 |
|
Time to Expiry |
57 |
|
Listing Date |
2009-12-16 |
|
Issue Size |
3,300,000 |
|
Conversion Ratio |
0.2500 |
|
Issuer |
Macquarie Securities |
|
|
Indicators |
|
|
Time Value |
1.76% |
|
Break Even |
42,120 |
|
Intrinsic Value |
|
|
Effective Gearing |
11.55 |
|
Implied Volatility |
45% |
|
Delta |
0.203 |
|
Moneyness |
15.06% OTM |
|