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15962 HSALIBA@EC2510B Simulated Data
Underlying Price(HKD):
106.400
Type:
Call
Strike:
147.090
Maturity Date(D/M/Y):
10/10/2025
Conversion Ratio:
50
Board Lot:
5,000
Underlying Price(HKD)
0106.4053.2106.4212.8
Implied Volatility(%)
046.93014.6729.3358.66
Time to Maturity(Days)
Calculator Result
Underlying Price(HKD) 106.4 Delta(%) 10.8%
Change(%) 0.00(0.00%) Effective Gearing(X) 9.6x
Warrant Price(HKD) 0.024 Theta(%) -3.045%
Change(%) 0.000(0.00%) Vega(%) 8.124%
Last update time: 11/07/2025 13:30 (15 minutes delayed)
Implied Volatility / Underlying Price 42.24% 44.58% 46.93% 49.28% 51.62%
105.80 0.015 0.018 0.023 0.027 0.033
105.90 0.015 0.019 0.023 0.028 0.033
106.00 0.015 0.019 0.023 0.028 0.033
106.10 0.015 0.019 0.023 0.028 0.033
106.20 0.015 0.019 0.024 0.028 0.034
106.30 0.015 0.019 0.024 0.029 0.034
106.40 0.016 0.020 0.024 0.029 0.034
106.50 0.016 0.020 0.024 0.029 0.034
106.60 0.016 0.020 0.024 0.029 0.035
106.70 0.016 0.020 0.025 0.030 0.035
106.80 0.016 0.020 0.025 0.030 0.035
106.90 0.016 0.021 0.025 0.030 0.036
107.00 0.017 0.021 0.025 0.030 0.036