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23675 CIAMCS3@EC2506A Simulated Data
Underlying Price(HKD):
42.260
Type:
Call
Strike:
46.880
Maturity Date(D/M/Y):
30/06/2025
Conversion Ratio:
10
Board Lot:
2,000
Underlying Price(HKD)
042.26021.1342.2684.52
Implied Volatility(%)
026.6708.3416.6733.34
Time to Maturity(Days)
Calculator Result
Underlying Price(HKD) 42.26 Delta(%) 19.3%
Change(%) 0.00(0.00%) Effective Gearing(X) 17.7x
Warrant Price(HKD) 0.046 Theta(%) -3.336%
Change(%) 0.000(0.00%) Vega(%) 9.735%
Last update time: 02/05/2025 16:20 (15 minutes delayed)
Implied Volatility / Underlying Price 24.00% 25.34% 26.67% 28.00% 29.34%
41.96 0.029 0.035 0.040 0.046 0.053
42.01 0.030 0.036 0.041 0.047 0.054
42.06 0.031 0.036 0.042 0.048 0.055
42.11 0.032 0.037 0.043 0.049 0.056
42.16 0.032 0.038 0.044 0.050 0.057
42.21 0.033 0.039 0.045 0.051 0.058
42.26 0.034 0.040 0.046 0.052 0.059
42.31 0.035 0.041 0.047 0.053 0.060
42.36 0.036 0.042 0.048 0.054 0.061
42.41 0.037 0.043 0.049 0.056 0.062
42.46 0.037 0.044 0.050 0.057 0.063
42.51 0.038 0.045 0.051 0.058 0.065
42.56 0.039 0.046 0.052 0.059 0.066