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16928 BIGANFE@EC2511A Simulated Data
Underlying Price(HKD):
24.750
Type:
Call
Strike:
29.340
Maturity Date(D/M/Y):
10/11/2025
Conversion Ratio:
10
Board Lot:
2,000
Underlying Price(HKD)
024.75012.3824.7549.5
Implied Volatility(%)
077.63024.2648.5297.04
Time to Maturity(Days)
Calculator Result
Underlying Price(HKD) 24.75 Delta(%) 44.7%
Change(%) 0.00(0.00%) Effective Gearing(X) 3.8x
Warrant Price(HKD) 0.295 Theta(%) -0.870%
Change(%) 0.000(0.00%) Vega(%) 1.925%
Last update time: 10/07/2025 16:20 (15 minutes delayed)
Implied Volatility / Underlying Price 69.87% 73.75% 77.63% 81.51% 85.39%
24.45 0.238 0.260 0.282 0.304 0.326
24.50 0.240 0.262 0.284 0.306 0.328
24.55 0.242 0.264 0.286 0.308 0.330
24.60 0.245 0.266 0.288 0.310 0.333
24.65 0.247 0.269 0.291 0.313 0.335
24.70 0.249 0.271 0.293 0.315 0.337
24.75 0.251 0.273 0.295 0.317 0.340
24.80 0.253 0.275 0.297 0.320 0.342
24.85 0.255 0.277 0.299 0.322 0.344
24.90 0.257 0.279 0.302 0.324 0.347
24.95 0.259 0.282 0.304 0.326 0.349
25.00 0.261 0.284 0.306 0.329 0.351
25.05 0.264 0.286 0.309 0.331 0.354