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15464 CT-CTWR@EC2512A Simulated Data
Underlying Price(HKD):
11.200
Type:
Call
Strike:
13.020
Maturity Date(D/M/Y):
22/12/2025
Conversion Ratio:
5
Board Lot:
2,500
Underlying Price(HKD)
011.205.611.222.4
Implied Volatility(%)
031.5409.8619.7139.42
Time to Maturity(Days)
Calculator Result
Underlying Price(HKD) 11.2 Delta(%) 29.1%
Change(%) 0.00(0.00%) Effective Gearing(X) 8.3x
Warrant Price(HKD) 0.079 Theta(%) -0.940%
Change(%) 0.000(0.00%) Vega(%) 6.361%
Last update time: 10/07/2025 16:20 (15 minutes delayed)
Implied Volatility / Underlying Price 28.39% 29.96% 31.54% 33.12% 34.69%
11.08 0.057 0.064 0.072 0.080 0.088
11.10 0.058 0.065 0.073 0.081 0.090
11.12 0.059 0.067 0.074 0.083 0.091
11.14 0.060 0.068 0.076 0.084 0.092
11.16 0.061 0.069 0.077 0.085 0.093
11.18 0.062 0.070 0.078 0.086 0.094
11.20 0.063 0.071 0.079 0.087 0.096
11.22 0.064 0.072 0.080 0.089 0.097
11.24 0.065 0.073 0.081 0.090 0.098
11.26 0.066 0.074 0.083 0.091 0.100
11.28 0.067 0.075 0.084 0.092 0.101
11.30 0.068 0.077 0.085 0.094 0.102
11.32 0.070 0.078 0.086 0.095 0.104