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14071 BIALIBA@EP2508A Simulated Data
Underlying Price(HKD):
105.100
Type:
Put
Strike:
102.780
Maturity Date(D/M/Y):
22/08/2025
Conversion Ratio:
50
Board Lot:
5,000
Underlying Price(HKD)
0105.1052.55105.1210.2
Implied Volatility(%)
033.602142
Time to Maturity(Days)
Calculator Result
Underlying Price(HKD) 105.1 Delta(%) -39.7%
Change(%) 0.00(0.00%) Effective Gearing(X) -11.4x
Warrant Price(HKD) 0.073 Theta(%) -2.065%
Change(%) 0.000(0.00%) Vega(%) 3.807%
Last update time: 11/07/2025 16:20 (15 minutes delayed)
Implied Volatility / Underlying Price 30.24% 31.92% 33.60% 35.28% 36.96%
104.50 0.069 0.073 0.078 0.083 0.087
104.60 0.068 0.072 0.077 0.082 0.086
104.70 0.067 0.072 0.076 0.081 0.086
104.80 0.066 0.071 0.075 0.080 0.085
104.90 0.065 0.070 0.075 0.079 0.084
105.00 0.065 0.069 0.074 0.078 0.083
105.10 0.064 0.068 0.073 0.078 0.082
105.20 0.063 0.068 0.072 0.077 0.082
105.30 0.062 0.067 0.071 0.076 0.081
105.40 0.061 0.066 0.071 0.075 0.080
105.50 0.061 0.065 0.070 0.075 0.079
105.60 0.060 0.064 0.069 0.074 0.078
105.70 0.059 0.064 0.068 0.073 0.078