Quick Search Warrant Code
Warrant Code
Issuer
Underlying Name
Call/ Put
Warrant Price ($)
Change (%)
Volume
Turnover
16468 DC
HSI
Call
0.210
+1.45%
2,092,740
437.49
16504 SG
HSI
Put
0.165
-0.60%
2,691,980
432.15
16216 CS
HSI
Put
0.077
-3.75%
4,513,880
328.16
16482 CS
HSI
Put
0.074
+0.00%
4,473,080
313.42
15707 SG
HSI
Call
0.185
-2.63%
954,600
185.03
15069 UB
HSI
Put
0.119
-0.83%
1,383,140
165.51
15506 CT
HSI
Call
0.188
-2.08%
796,680
159.72
16355 SG
HSI
Put
0.094
-1.05%
1,666,550
151.38
15497 SG
HUTCHISON
Call
0.215
-6.52%
603,510
141.94
15140 SC
HUTCHISON
Call
0.192
-5.42%
649,530
137.77
Last Update : 2012-02-06 16:07
Warrant Code
Issuer
Underlying Name
Call/ Put
Warrant Price ($)
Change (%)
Volume
Turnover
14308 JP
YANZHOU COAL
Call
0.023
+76.92%
2,780
60
13939 RS
HSBC HOLDINGS
Call
0.060
+50.00%
800
47
14087 RB
ANHUI CONCH
Call
0.015
+50.00%
10
0
14047 SC
HSBC HOLDINGS
Call
0.083
+48.21%
6,600
631
14311 JP
CHINA SHENHUA
Call
0.025
+47.06%
9,330
221
13393 NM
CSR
Call
0.132
+46.67%
700
87
13564 BP
CHINA MOBILE
Put
0.036
+44.00%
7,310
245
14013 ML
HSBC HOLDINGS
Call
0.036
+44.00%
6,268
258
29949 MB
CHINA COAL ENERGY
Call
0.036
+44.00%
1,790
62
11632 NM
CHINA COAL ENERGY
Call
0.043
+43.33%
31,570
1,056
Last Update : 2012-02-06 16:07
Warrant Code
Issuer
Underlying Name
Call/ Put
Warrant Price ($)
Change (%)
Volume
Turnover
14376 DB
ICBC
Call
0.025
-76.19%
528
43
13277 KC
SINOPEC CORP
Call
0.029
-73.15%
870
49
28108 DB
CHEUNG KONG
Call
0.010
-66.67%
100
1
14493 CS
HUTCHISON
Call
0.016
-60.00%
13,110
368
14925 UB
CHINA MOBILE
Call
0.056
-58.52%
235
16
11528 CT
CHINA UNICOM
Call
0.013
-53.57%
3,790
52
14273 MB
SJM HOLDINGS
Call
0.010
-50.00%
40
0
14635 MB
LUK FOOK HOLD
Call
0.015
-50.00%
9,490
261
13570 HS
CHINA MOBILE
Call
0.021
-48.78%
320
8
14158 RS
HUTCHISON
Put
0.131
-47.60%
100
13
Last Update : 2012-02-06 16:07
Most Traded Warrant Underlying Assets
Underlying Name
Call/ Put
2012-01-13
2012-01-16
2012-01-17
2012-01-18
2012-01-19
HSI
Call
25.1%
25.7%
26.2%
21.3%
19.9%
Put
17.9%
13.7%
13.7%
16%
12.3%
CHINA LIFE
Call
8.9%
10.3%
5.9%
7.5%
9.3%
Put
0.1%
0%
0.2%
0.1%
0.2%
HSBC HOLDINGS
Call
4.7%
5.2%
5.3%
7.3%
6.5%
Put
0.1%
0.2%
0.2%
0.1%
0.1%
HSCEI
Call
2.1%
1.7%
2.5%
2.9%
5.6%
Put
0.7%
0.5%
0.5%
0.4%
0.3%
CCB
Call
7%
6.4%
9.3%
6.8%
5.3%
Put
0.3%
0.2%
0.2%
0.2%
0.2%
HUTCHISON
Call
2.1%
3.4%
2.8%
3.4%
5.1%
Put
0.1%
0%
0%
0%
0%
CHINA MOBILE
Call
4.1%
5.5%
4.1%
4.6%
5%
Put
0.1%
0%
0.1%
0%
0.1%
CNOOC
Call
2.2%
2.1%
1.7%
2.7%
3.5%
Put
0%
0.1%
0.1%
0.1%
0.1%
X ISHARES A50
Call
3%
2.6%
2.9%
3.3%
3%
Put
0.1%
0.1%
0.1%
0.2%
0.1%
TENCENT
Call
3%
2.7%
3%
2.8%
2.4%
Put
0.5%
0.6%
0.4%
0.5%
0.6%
Last Update : 2012-02-06 17:28
Average Implied Volatility
Underlying Name
Historial Volatility 30 (%)
Call/ Put
Avg IV of Warrants (<3 months to Maturity) (%)
Compare with last week
Avg IV of Warrants (>3 months to Maturity) (%)
Compare with last week
HSI
0.00%
Call
24.48%
-0.72
25.24%
-2.18
Put
30.32%
+0.38
28.79%
+0.79
HUTCHISON
0.00%
Call
30.66%
+2.93
32.41%
+0.38
Put
32.36%
+0.62
37.40%
+4.98
HSBC HOLDINGS
0.00%
Call
28.09%
+0.74
32.07%
-1.47
Put
27.87%
-2.70
37.78%
-0.26
CHINA LIFE
0.00%
Call
35.59%
+1.44
40.51%
-0.13
Put
40.54%
+0.22
0.00%
+0.00
CCB
0.00%
Call
25.32%
+1.39
29.93%
+0.20
Put
31.14%
-10.60
33.17%
+3.91
X ISHARES A50
0.00%
Call
27.82%
-4.37
28.33%
-0.91
Put
206.49%
+144.31
36.25%
-0.70
CHINA MOBILE
0.00%
Call
23.70%
+0.82
24.19%
-0.03
Put
24.06%
-0.69
30.47%
-0.01
ICBC
0.00%
Call
29.15%
+1.30
35.49%
-0.53
Put
33.99%
+0.81
0.00%
+0.00
TENCENT
0.00%
Call
34.11%
-0.59
40.56%
-1.39
Put
35.88%
-2.32
40.77%
-3.85
PING AN
0.00%
Call
39.27%
-3.30
43.75%
-1.62
Put
60.06%
+0.00
0.00%
+0.00
The average IV in the table above only include the IV of warrants which have strike prices within ±10% underlying prices.
Outstanding Quantity (Top 10)
Underlying Name
Total outstanding qty of call warrants (Million shares)
Total outstanding qty of put warrants (Million shares)
Change in outstanding qty of call warrants (million)
Change in outstanding qty of put warrants (million)
HSI
1,908
3,972
+50 (2.7%)
+143 (3.7%)
HUTCHISON
2,828
60
+20 (0.7%)
+6 (10.3%)
CHINA LIFE
2,156
224
0 (0.0%)
-20 (-8.4%)
X ISHARES A50
2,187
44
-146 (-6.3%)
+5 (11.6%)
BANK OF CHINA
1,534
24
-102 (-6.2%)
0 (-0.1%)
HSBC HOLDINGS
1,342
139
-21 (-1.6%)
-8 (-5.5%)
CCB
1,186
72
-73 (-5.8%)
+4 (5.9%)
CHINA MOBILE
1,103
31
+67 (6.5%)
-73 (-70.3%)
ICBC
1,055
68
-44 (-4.0%)
+2 (3.7%)
TENCENT
511
596
+4 (0.7%)
+1 (0.2%)
Last Update : 2012-02-06 16:07
Date (YYYY-MM-DD)
Warrants Turnover (million)
Total Market Turnover (million)
Warrants turnover in % of market turnover
2012-02-03
8,833
63,439
13.92%
2012-02-02
8,814
75,174
11.73%
2012-02-01
9,107
61,642
14.77%
2012-01-31
8,985
73,121
12.29%
2012-01-30
8,323
66,520
12.51%
Last Update : 2012-02-06 17:28
Stock Information Provided by Infocast Limited
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