Haitong Inline Warrants List
Code Underlying Lower Strike Upper +Strike Maturity
(Y/M/D)
Premium
(%)
Effective Gearing
(X)
Implied Volatility
(%)
Last Price Change
(%)
Outstanding
(%)
Turnover
(K)
Outstanding
(M Shares)
Potential Return
(%)
The range between
lower and upper bound
Rsk reward Daily Theta
(%)
ITM Opportunity
47893 TENCENT 360.00 430.00 2020-09-30 16.75 2.43 74.8 0.330 - 0.00 0.00 0.000 203.03% 70.00 8.37 -0.010585
(-3.21%)
10.67%
47894 TENCENT 300.00 360.00 2020-10-05 30.30 1.09 110.1 0.305 - 0.00 0.00 0.000 227.87% 60.00 12.64 -0.005349
(-1.75%)
7.33%
47895 TENCENT 230.00 320.00 2020-10-06 38.04 0.90 130.7 0.295 - 0.00 0.00 0.000 238.98% 90.00 15.67 -0.005135
(-1.74%)
6.00%
47896 AIA 80.00 95.00 2020-09-30 2.17 3.01 75.2 0.610 - 0.00 0.00 0.000 63.93% 15.00 1.08 +0.006958
(+1.14%)
48.00%
47897 AIA 60.00 75.00 2020-10-05 4.21 5.23 12.0 0.465 +19.23 0.00 0.00 0.000 115.05% 15.00 2.49 -0.005553
(-1.19%)
28.67%
47898 PING AN 105.00 130.00 2020-09-30 27.27 1.36 85.7 0.290 - 0.00 0.00 0.000 244.83% 25.00 17.75 -0.006683
(-2.30%)
5.33%
47899 PING AN 70.00 85.00 2020-10-05 0.00 2.96 7.8 1.000 - 0.00 0.00 0.000 0.00% 15.00 0.00 +0.000024
(+0.00%)
100.00%
47900 HKEX 185.00 225.00 2020-09-30 38.69 0.03 N/A 0.260 - 6.02 0.00 1.506 284.62% 40.00 74.00 +0.003920
(+1.51%)
1.33%
47901 HKEX 225.00 280.00 2020-10-05 23.71 0.04 N/A 0.260 - 0.50 0.00 0.100 284.62% 55.00 74.00 +0.002247
(+0.86%)
1.33%
47902 HKEX 260.00 300.00 2020-10-06 18.26 0.02 N/A 0.260 - 0.00 0.00 0.000 284.62% 40.00 74.00 +0.001426
(+0.55%)
1.33%
47903 TENCENT 360.00 430.00 2020-12-29 16.75 0.49 62.5 0.520 - 0.00 0.00 0.000 92.31% 70.00 1.78 +0.000293
(+0.06%)
36.00%
47904 TENCENT 300.00 360.00 2020-12-30 30.30 1.03 51.3 0.335 - 0.00 0.00 0.000 198.51% 60.00 7.82 -0.000651
(-0.19%)
11.33%
47905 TENCENT 230.00 320.00 2020-12-31 38.04 0.99 57.3 0.315 - 0.00 0.00 0.000 217.46% 90.00 10.54 -0.000850
(-0.27%)
8.67%
47906 AIA 80.00 95.00 2020-12-29 2.17 2.87 23.2 0.610 - 0.00 0.00 0.000 63.93% 15.00 1.08 +0.000650
(+0.11%)
48.00%
47907 AIA 60.00 75.00 2020-12-30 4.21 2.05 31.2 0.600 +3.45 0.20 28.30 0.050 66.67% 15.00 1.14 +0.000401
(+0.07%)
46.67%
47908 PING AN 105.00 130.00 2020-12-29 27.27 1.59 29.0 0.305 - 0.00 0.00 0.000 227.87% 25.00 12.64 -0.000673
(-0.22%)
7.33%
47909 PING AN 70.00 85.00 2020-12-30 0.00 1.76 23.2 0.730 - 0.00 0.00 0.000 36.99% 15.00 0.56 +0.001323
(+0.18%)
64.00%
47910 HKEX 185.00 225.00 2020-12-29 38.69 0.52 43.0 0.270 - 0.00 0.00 0.000 270.37% 40.00 36.50 -0.000454
(-0.17%)
2.67%
47911 HKEX 225.00 280.00 2020-12-30 23.71 1.12 25.3 0.280 - 0.00 0.00 0.000 257.14% 55.00 24.00 -0.000591
(-0.21%)
4.00%
47912 HKEX 260.00 300.00 2020-12-31 18.26 2.08 26.9 0.340 - 0.00 0.00 0.000 194.12% 40.00 7.33 -0.000827
(-0.24%)
12.00%
Last Update Time: 2020-09-21 16:20 (15 Mins Delayed)
Inline warrant is newly introduced to the market and there is no similar products currently listed on the Exchange for comparison.
Risk Reward: The potential payout ratio of the maximum gain and loss at expiry for inline warrants. If the ratio is more than 1, the maximum payout is more than the maximum loss. If the ratio is less than 1, the minimum loss is more than the maximum payout. ($1-Market Price)/(Market Price-$0.25)