Terms and Data
Intraday Chart Close
Strike86.85 Moneyness14.1% OTM
Effective Gearing* 5.7 Delta* 41%
Implied Volatility35.5% Vega4.2%
Entitlement Ratio100 Outstanding Quantity
(M Shares) / %92.0/ 46.0%
Theta-0.6% Premium (%)21.1
Maturity
(Y-M-D)2024-12-16
Break-Even (HKD)92.25
Listing 2023-10-26
Today 2024-05-09
Last Trading 2024-12-10
Maturity 2024-12-16
Last Trade Date (Y-M-DD)2024-12-10 Board Lot (Shares)10,000
Approximate Change for
1 Tick Price Change of warrants* 0.2
 
Listing 2023-10-26
Today 2024-05-09
Last Trading 2024-12-10
Maturity 2024-12-16
*Effective Gearing and Delta are derived from the proprietary pricing model of J.P. Morgan.
Related Document
Listing Document Download Additional DocumentDownload Announcement-
Underlying
9988 BABA-SW(Delayed*)
76.15
Change (%)
-1.900 (-2.4%)
  • High 78.45
  • Low 75.55
  • Turnover 4.1 (B)
Warrant Money Flow of Underlying More
Last Day
6.07(M)
0.14(M)
5 Days
26.04(M)
2.24(M)
  • Money In-Flow
  • Money Out-Flow
Last Updated Time : 2024-05-08 16:35   |   (Delayed*) - Minimum 15 mins delayed
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