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
47337 TENCENT 380.00 450.00 2020-04-01 14.80 1.44 31.2 0.440 - 0.00 0.00 0.000 127.27% 70.00 2.95 +0.000021
(+0.00%)
25.33%
47338 TENCENT 300.00 360.00 2020-04-02 0.00 0.05 22.9 0.670 - 0.00 0.00 0.000 49.25% 60.00 0.79 +0.001030
(+0.15%)
56.00%
47339 TENCENT 250.00 330.00 2020-04-03 0.30 1.84 25.1 0.660 - 0.00 0.00 0.000 51.52% 80.00 0.83 +0.000446
(+0.07%)
54.67%
47340 CHINA MOBILE 70.00 85.00 2020-03-30 5.98 3.22 17.6 0.600 - 0.00 0.00 0.000 66.67% 15.00 1.14 -0.000047
(-0.01%)
46.67%
47341 AIA 85.00 100.00 2020-04-02 12.21 1.32 31.2 0.465 - 0.00 0.00 0.000 115.05% 15.00 2.49 +0.000132
(+0.03%)
28.67%
47342 AIA 60.00 75.00 2020-04-06 0.99 1.46 25.6 0.620 - 0.00 0.00 0.000 61.29% 15.00 1.03 +0.000536
(+0.09%)
49.33%
47343 PING AN 100.00 120.00 2020-04-03 5.37 3.61 15.6 0.610 - 0.00 0.00 0.000 63.93% 20.00 1.08 -0.000051
(-0.01%)
48.00%
47344 PING AN 65.00 80.00 2020-04-07 15.70 2.49 23.1 0.400 - 0.00 0.00 0.000 150.00% 15.00 4.00 -0.000481
(-0.12%)
20.00%
47345 CCB 5.50 7.00 2020-04-01 0.00 0.42 16.6 0.860 - 0.00 0.00 0.000 16.28% 1.50 0.23 +0.000975
(+0.11%)
81.33%
47346 CHINA MOBILE 60.00 75.00 2020-03-27 0.00 0.67 16.7 0.840 - 0.00 0.00 0.000 19.05% 15.00 0.27 +0.001048
(+0.12%)
78.67%
47322 HANG SENG INDEX 15,000 20,000 2020-03-30 25.51 1.62 26.8 0.300 - 0.00 0.00 0.000 233.33% 5,000 14.00 -0.000471
(-0.16%)
6.67%
47323 HANG SENG INDEX 15,800 22,800 2020-03-30 15.08 3.04 23.2 0.385 - 0.00 0.00 0.000 159.74% 7,000 4.56 -0.000610
(-0.16%)
18.00%
47324 HANG SENG INDEX 16,000 21,000 2020-03-30 21.78 2.07 25.1 0.320 - 0.00 0.00 0.000 212.50% 5,000 9.71 -0.000526
(-0.16%)
9.33%
47325 HANG SENG INDEX 17,000 23,000 2020-03-30 14.33 3.12 22.6 0.390 - 0.00 0.00 0.000 156.41% 6,000 4.36 -0.000585
(-0.15%)
18.67%
47326 HANG SENG INDEX 18,800 25,800 2020-03-30 3.91 1.73 31.2 0.580 - 0.00 0.00 0.000 72.41% 7,000 1.27 +0.000223
(+0.04%)
44.00%
47327 HANG SENG INDEX 20,000 25,000 2020-03-30 6.88 1.52 31.2 0.500 - 0.00 0.00 0.000 100.00% 5,000 2.00 +0.000223
(+0.04%)
33.33%
47328 HANG SENG INDEX 22,000 26,000 2020-03-30 3.16 3.95 15.6 0.560 - 0.00 0.00 0.000 78.57% 4,000.00 1.42 +0.000062
(+0.01%)
41.33%
47329 HANG SENG INDEX 22,800 28,800 2020-03-30 0.00 1.49 16.6 0.780 - 0.00 0.00 0.000 28.21% 6,000 0.42 +0.000931
(+0.12%)
70.67%
47330 HANG SENG INDEX 24,000 27,000 2020-03-30 0.00 2.21 14.9 0.590 - 0.00 0.00 0.000 69.49% 3,000.00 1.21 +0.000676
(+0.11%)
45.33%
47331 HANG SENG INDEX 25,080 30,080 2020-03-30 0.00 1.27 14.0 0.770 - 0.00 0.00 0.000 29.87% 5,000 0.44 +0.001047
(+0.14%)
69.33%
Last Update Time: 2019-10-17 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)