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14280 UB-HSBC@EC2509D Simulated Data
Underlying Price(HKD):
97.050
Type:
Call
Strike:
107.100
Maturity Date(D/M/Y):
02/09/2025
Conversion Ratio:
10
Board Lot:
4,000
Underlying Price(HKD)
097.05048.5297.05194.1
Implied Volatility(%)
021.7606.813.627.2
Time to Maturity(Days)
Calculator Result
Underlying Price(HKD) 97.05 Delta(%) 13.4%
Change(%) 0.00(0.00%) Effective Gearing(X) 24.1x
Warrant Price(HKD) 0.054 Theta(%) -4.347%
Change(%) 0.000(0.00%) Vega(%) 14.885%
Last update time: 10/07/2025 16:20 (15 minutes delayed)
Implied Volatility / Underlying Price 19.58% 20.67% 21.76% 22.85% 23.94%
96.75 0.034 0.042 0.050 0.059 0.068
96.80 0.035 0.043 0.051 0.060 0.069
96.85 0.035 0.043 0.051 0.060 0.070
96.90 0.036 0.044 0.052 0.061 0.070
96.95 0.037 0.044 0.053 0.062 0.071
97.00 0.037 0.045 0.053 0.062 0.072
97.05 0.038 0.045 0.054 0.063 0.073
97.10 0.038 0.046 0.055 0.064 0.074
97.15 0.039 0.047 0.055 0.065 0.074
97.20 0.039 0.047 0.056 0.065 0.075
97.25 0.040 0.048 0.057 0.066 0.076
97.30 0.040 0.049 0.057 0.067 0.077
97.35 0.041 0.049 0.058 0.068 0.078