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15790 SGALIBA@EC2510A Simulated Data
Underlying Price(HKD):
122.000
Type:
Call
Strike:
140.000
Maturity Date(D/M/Y):
09/10/2025
Conversion Ratio:
100
Board Lot:
10,000
Underlying Price(HKD)
0122061122244
Implied Volatility(%)
047.39014.8129.6259.24
Time to Maturity(Days)
Calculator Result
Underlying Price(HKD) 122 Delta(%) 41.3%
Change(%) 0.00(0.00%) Effective Gearing(X) 5.2x
Warrant Price(HKD) 0.097 Theta(%) -0.736%
Change(%) 0.000(0.00%) Vega(%) 3.171%
Last update time: 02/05/2025 16:20 (15 minutes delayed)
Implied Volatility / Underlying Price 42.65% 45.02% 47.39% 49.76% 52.13%
121.40 0.080 0.087 0.095 0.102 0.110
121.50 0.080 0.088 0.095 0.102 0.110
121.60 0.081 0.088 0.095 0.103 0.110
121.70 0.081 0.088 0.096 0.103 0.111
121.80 0.081 0.089 0.096 0.104 0.111
121.90 0.082 0.089 0.097 0.104 0.112
122.00 0.082 0.090 0.097 0.105 0.112
122.10 0.082 0.090 0.097 0.105 0.113
122.20 0.083 0.090 0.098 0.105 0.113
122.30 0.083 0.091 0.098 0.106 0.113
122.40 0.084 0.091 0.099 0.106 0.114
122.50 0.084 0.092 0.099 0.107 0.114
122.60 0.084 0.092 0.099 0.107 0.115