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16867 JPXIAMI@EC2512A Simulated Data
Underlying Price(HKD):
54.750
Type:
Call
Strike:
61.050
Maturity Date(D/M/Y):
22/12/2025
Conversion Ratio:
50
Board Lot:
10,000
Underlying Price(HKD)
054.75027.3854.75109.5
Implied Volatility(%)
041.58012.9925.9851.97
Time to Maturity(Days)
Calculator Result
Underlying Price(HKD) 54.75 Delta(%) 40.2%
Change(%) 0.00(0.00%) Effective Gearing(X) 6.1x
Warrant Price(HKD) 0.072 Theta(%) -0.785%
Change(%) 0.000(0.00%) Vega(%) 3.681%
Last update time: 30/07/2025 16:20 (15 minutes delayed)
Implied Volatility / Underlying Price 37.42% 39.50% 41.58% 43.66% 45.74%
54.45 0.059 0.064 0.070 0.075 0.081
54.50 0.059 0.064 0.070 0.076 0.081
54.55 0.059 0.065 0.070 0.076 0.082
54.60 0.060 0.065 0.071 0.076 0.082
54.65 0.060 0.066 0.071 0.077 0.082
54.70 0.061 0.066 0.072 0.077 0.083
54.75 0.061 0.066 0.072 0.078 0.083
54.80 0.061 0.067 0.072 0.078 0.084
54.85 0.062 0.067 0.073 0.078 0.084
54.90 0.062 0.068 0.073 0.079 0.085
54.95 0.062 0.068 0.074 0.079 0.085
55.00 0.063 0.068 0.074 0.080 0.085
55.05 0.063 0.069 0.074 0.080 0.086