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15165 JP-CRBH@EC2509A Simulated Data
Underlying Price(HKD):
26.700
Type:
Call
Strike:
43.330
Maturity Date(D/M/Y):
23/09/2025
Conversion Ratio:
10
Board Lot:
5,000
Underlying Price(HKD)
026.7026.753.4
Implied Volatility(%)
066.65020.8341.6683.31
Time to Maturity(Days)
Calculator Result
Underlying Price(HKD) 26.7 Delta(%) 7.6%
Change(%) 0.00(0.00%) Effective Gearing(X) 8.2x
Warrant Price(HKD) 0.025 Theta(%) -4.371%
Change(%) 0.000(0.00%) Vega(%) 6.913%
Last update time: 10/07/2025 16:20 (15 minutes delayed)
Implied Volatility / Underlying Price 59.99% 63.32% 66.65% 69.98% 73.32%
26.40 0.013 0.018 0.023 0.029 0.035
26.45 0.014 0.018 0.023 0.029 0.036
26.50 0.014 0.018 0.024 0.029 0.036
26.55 0.014 0.019 0.024 0.030 0.037
26.60 0.014 0.019 0.024 0.030 0.037
26.65 0.015 0.019 0.025 0.031 0.038
26.70 0.015 0.020 0.025 0.031 0.038
26.75 0.015 0.020 0.025 0.032 0.039
26.80 0.015 0.020 0.026 0.032 0.039
26.85 0.016 0.021 0.026 0.033 0.040
26.90 0.016 0.021 0.027 0.033 0.040
26.95 0.016 0.021 0.027 0.033 0.041
27.00 0.016 0.022 0.027 0.034 0.041