MACSE9984KOSPI200-C (609984)
|
Previous Close |
110 |
|
Price Change |
0.00% |
|
Turnover |
0 |
|
Volume |
0 |
|
Terms |
|
|
Code |
609984 |
|
Name |
MACSE9984KOSPI200-C |
|
Underlying |
KOSPI200 |
|
Type |
Vanilla |
|
Call/Put |
Call |
|
Strike |
240.00 |
|
Expiry |
2010-04-08 |
|
Time to Expiry |
27 |
|
Listing Date |
2009-12-22 |
|
Issue Size |
10,000,000 |
|
Conversion Ratio |
100.0000 |
|
Issuer |
Macquarie Securities |
|
|
Indicators |
|
|
Time Value |
0.72% |
|
Break Even |
241 |
|
Intrinsic Value |
|
|
Effective Gearing |
9.20 |
|
Implied Volatility |
101% |
|
Delta |
0.066 |
|
Moneyness |
36.43% OTM |
|
152.58 1.07 (0.00%)
|
Underlying Price |
152.58 |
|
Bid |
153 |
|
Ask |
152.58 |
|
Volume |
138344000 |
Price Status:
Live
Market Data last updated at:
2010-03-12 08:59:32
609984