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14137 SG-CMOB@EC2509A Simulated Data
Underlying Price(HKD):
81.750
Type:
Call
Strike:
96.710
Maturity Date(D/M/Y):
26/09/2025
Conversion Ratio:
10
Board Lot:
5,000
Underlying Price(HKD)
081.75040.8881.75163.5
Implied Volatility(%)
020.1106.2912.5725.14
Time to Maturity(Days)
Calculator Result
Underlying Price(HKD) 81.75 Delta(%) 13.2%
Change(%) 0.00(0.00%) Effective Gearing(X) 16.1x
Warrant Price(HKD) 0.067 Theta(%) -1.839%
Change(%) 0.000(0.00%) Vega(%) 14.313%
Last update time: 02/05/2025 16:20 (15 minutes delayed)
Implied Volatility / Underlying Price 18.10% 19.10% 20.11% 21.12% 22.12%
81.45 0.043 0.053 0.063 0.074 0.086
81.50 0.044 0.053 0.064 0.075 0.087
81.55 0.044 0.054 0.064 0.076 0.088
81.60 0.045 0.054 0.065 0.076 0.089
81.65 0.045 0.055 0.066 0.077 0.089
81.70 0.046 0.056 0.066 0.078 0.090
81.75 0.046 0.056 0.067 0.079 0.091
81.80 0.047 0.057 0.068 0.079 0.092
81.85 0.047 0.057 0.068 0.080 0.093
81.90 0.048 0.058 0.069 0.081 0.093
81.95 0.048 0.059 0.070 0.082 0.094
82.00 0.049 0.059 0.070 0.082 0.095
82.05 0.049 0.060 0.071 0.083 0.096