MACSE0002DOOSAN-C (600002)
|
Previous Close |
475 |
|
Price Change |
0.00% |
|
Turnover |
7,873,300 |
|
Volume |
17,160 |
|
Terms |
|
|
Code |
600002 |
|
Name |
MACSE0002DOOSAN-C |
|
Underlying |
DOOSAN |
|
Type |
Asian |
|
Call/Put |
Call |
|
Strike |
115,000 |
|
Expiry |
2010-08-02 |
|
Time to Expiry |
144 |
|
Listing Date |
2010-01-07 |
|
Issue Size |
3,700,000 |
|
Conversion Ratio |
0.0200 |
|
Issuer |
Macquarie Securities |
|
|
Indicators |
|
|
Time Value |
19.53% |
|
Break Even |
138,750 |
|
Intrinsic Value |
1,000 |
|
Effective Gearing |
3.00 |
|
Implied Volatility |
80% |
|
Delta |
0.612 |
|
Moneyness |
0.87% ITM |
|
116,000 1500 (1.31%)
|
Underlying Price |
116,000 |
|
Bid |
0 |
|
Ask |
0 |
|
Volume |
113 |
Price Status:
Live
Market Data last updated at:
2010-03-10 15:00:49
600002