Hotline:   +852 3988 6909
Location:  Home  >  Warrants  >  Warrants Calculator

Warrants Calculator

13535 MS-BYD @EC2508A Simulated Data
Underlying Price(HKD):
121.300
Type:
Call
Strike:
127.997
Maturity Date(D/M/Y):
11/08/2025
Conversion Ratio:
33.333
Board Lot:
5,000
Underlying Price(HKD)
0121.3060.65121.3242.6
Implied Volatility(%)
035.28011.0322.0544.1
Time to Maturity(Days)
Calculator Result
Underlying Price(HKD) 121.3 Delta(%) 32.9%
Change(%) 0.00(0.00%) Effective Gearing(X) 15.1x
Warrant Price(HKD) 0.079 Theta(%) -3.757%
Change(%) 0.000(0.00%) Vega(%) 5.012%
Last update time: 09/07/2025 16:20 (15 minutes delayed)
Implied Volatility / Underlying Price 31.75% 33.52% 35.28% 37.04% 38.81%
120.70 0.060 0.066 0.073 0.080 0.087
120.80 0.061 0.067 0.074 0.081 0.088
120.90 0.062 0.068 0.075 0.082 0.089
121.00 0.062 0.069 0.076 0.083 0.090
121.10 0.063 0.070 0.077 0.084 0.091
121.20 0.064 0.071 0.078 0.085 0.092
121.30 0.065 0.072 0.079 0.086 0.093
121.40 0.066 0.073 0.080 0.087 0.094
121.50 0.067 0.074 0.081 0.088 0.095
121.60 0.068 0.075 0.082 0.089 0.096
121.70 0.069 0.076 0.083 0.090 0.097
121.80 0.070 0.077 0.084 0.091 0.099
121.90 0.071 0.078 0.085 0.092 0.100