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23903 MS-CCB @EC2505A Simulated Data
Underlying Price(HKD):
6.380
Type:
Call
Strike:
6.130
Maturity Date(D/M/Y):
27/05/2025
Conversion Ratio:
1
Board Lot:
1,000
Underlying Price(HKD)
06.3803.196.3812.76
Implied Volatility(%)
035.87011.2122.4244.84
Time to Maturity(Days)
Calculator Result
Underlying Price(HKD) 6.38 Delta(%) 68.4%
Change(%) 0.00(0.00%) Effective Gearing(X) 11.3x
Warrant Price(HKD) 0.385 Theta(%) -1.589%
Change(%) 0.000(0.00%) Vega(%) 1.560%
Last update time: 02/05/2025 16:20 (15 minutes delayed)
Implied Volatility / Underlying Price 32.28% 34.08% 35.87% 37.66% 39.46%
6.32 0.323 0.334 0.345 0.356 0.367
6.33 0.330 0.341 0.352 0.363 0.374
6.34 0.336 0.347 0.358 0.369 0.380
6.35 0.343 0.354 0.365 0.376 0.387
6.36 0.350 0.361 0.371 0.382 0.393
6.37 0.357 0.367 0.378 0.389 0.400
6.38 0.364 0.374 0.385 0.396 0.407
6.39 0.371 0.381 0.392 0.403 0.413
6.40 0.378 0.388 0.399 0.409 0.420
6.41 0.385 0.395 0.406 0.416 0.427
6.42 0.392 0.402 0.413 0.423 0.434
6.43 0.399 0.410 0.420 0.430 0.441
6.44 0.407 0.417 0.427 0.437 0.448