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16105 HUZIJIN@EC2601A Simulated Data
Underlying Price(HKD):
22.300
Type:
Call
Strike:
20.930
Maturity Date(D/M/Y):
27/01/2026
Conversion Ratio:
10
Board Lot:
20,000
Underlying Price(HKD)
022.3022.344.6
Implied Volatility(%)
043.1013.4726.9453.88
Time to Maturity(Days)
Calculator Result
Underlying Price(HKD) 22.3 Delta(%) 64.9%
Change(%) 0.00(0.00%) Effective Gearing(X) 4.2x
Warrant Price(HKD) 0.345 Theta(%) -0.298%
Change(%) 0.000(0.00%) Vega(%) 1.704%
Last update time: 30/07/2025 16:20 (15 minutes delayed)
Implied Volatility / Underlying Price 38.79% 40.95% 43.10% 45.26% 47.41%
22.00 0.300 0.313 0.326 0.338 0.351
22.05 0.304 0.316 0.329 0.342 0.354
22.10 0.307 0.319 0.332 0.345 0.357
22.15 0.310 0.323 0.335 0.348 0.361
22.20 0.313 0.326 0.339 0.351 0.364
22.25 0.317 0.329 0.342 0.354 0.367
22.30 0.320 0.332 0.345 0.358 0.370
22.35 0.323 0.336 0.348 0.361 0.374
22.40 0.326 0.339 0.352 0.364 0.377
22.45 0.330 0.342 0.355 0.367 0.380
22.50 0.333 0.346 0.358 0.371 0.383
22.55 0.336 0.349 0.361 0.374 0.387
22.60 0.340 0.352 0.365 0.377 0.390