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23769 (CNOOC Call)

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Last Price
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Bid (Delayed*)
-
Ask (Delayed*)
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  • Open
    -
  • High
    -
  • Low
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  • Previous Close
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  • Turnover
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  • Volume
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Underlying (Delayed*)
Ref. Price as at 4pm previous day
20.10
Day close as at
20.20
Change
+0.10
Last Update:     |     (Delayed*) - At least delayed by 15 minutes
Trading Day
Expiry Date 2024-09-30
Last Trading Day 2024-09-24
Days to Maturity 150
Listing Day 2024-03-14
250 (Trading Days)
1000(Trading Days)

Terms

  • Underlying
    CNOOC
  • Warrant Type
    Standard
  • Call/Put
    Call
  • Strike
    20.7
  • Moneyness(%)
    2 OTM
  • Last Trading Day
    (Y-M-D)
    2024-09-24
  • Expiry Date
    (Y-M-D)
    2024-09-30
  • Days to Maturity
    150 Day(s)
  • Daily Theta
    (%)
    -0.77%
  • Entitlement Ratio
    5
  • Lot size
    5,000
  • Listing Day
    (Y-M-D)
    2024-03-14
  • Premium(%)
    7.76%
  • Breakeven Point
    21.88
  • Effective Gearing(x)
    7.2 X
  • Gearing(x)
    17.3 X
  • Delta(%)
    41.93%
  • Implied Volatility(%)
    35.87%
  • IV Sensitivity
    (%)
    3.89%
  • 10 Days Historical
    Stock Volatility(%)
    29.78%
  • 30 Days Historical
    Stock Volatility(%)
    30.60%
  • Outstanding Qty
    1.25 M
  • Outstanding Qty(%)
    2.08%
  • Outstanding Qty
    Day Change
    +25,000
Last Update:     |     (Delayed*) - At least delayed by 15 minutes
23769 vs Market Average
  • Average Bid Ask
    Spread
    SG
    3.74
    Market
    3.88
  • 1 tick Spread
    Duration(%)
    SG
    8.06
    Market
    7.89
  • Liquidity
    (Equivalent shares)
    SG
    838K
    Market
    431K
Last Update: 2024-05-03 15:55
23769 Intraday Chart
Previous Close
Last Update: 2024-05-03 16:35
CNOOC Intraday Chart
Previous Close
Last Update: 2024-05-03 16:35
Remarks:
Under the following circumstances, the relevant data of the warrants may be displayed as "N/A":

-when the warrant is close to the expiry date
-when the warrant is far in-the-money or far out-the-money
-when the delta is less than 10% or greater than 90%