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24562 UB-CUNI@EC2509A Simulated Data
Underlying Price(HKD):
8.870
Type:
Call
Strike:
6.110
Maturity Date(D/M/Y):
23/09/2025
Conversion Ratio:
5
Board Lot:
10,000
Underlying Price(HKD)
08.8704.438.8717.74
Implied Volatility(%)
065.69020.5341.0582.11
Time to Maturity(Days)
Calculator Result
Underlying Price(HKD) 8.87 Delta(%) 87.4%
Change(%) 0.00(0.00%) Effective Gearing(X) 2.9x
Warrant Price(HKD) 0.540 Theta(%) -0.140%
Change(%) 0.000(0.00%) Vega(%) 0.381%
Last update time: 02/05/2025 16:20 (15 minutes delayed)
Implied Volatility / Underlying Price 59.12% 62.41% 65.69% 68.97% 72.26%
8.81 0.515 0.522 0.530 0.537 0.546
8.82 0.517 0.524 0.531 0.539 0.547
8.83 0.518 0.525 0.533 0.541 0.549
8.84 0.520 0.527 0.535 0.543 0.551
8.85 0.522 0.529 0.537 0.544 0.552
8.86 0.524 0.531 0.538 0.546 0.554
8.87 0.525 0.533 0.540 0.548 0.556
8.88 0.527 0.534 0.542 0.550 0.558
8.89 0.529 0.536 0.543 0.551 0.559
8.90 0.531 0.538 0.545 0.553 0.561
8.91 0.533 0.540 0.547 0.555 0.563
8.92 0.534 0.541 0.549 0.556 0.564
8.93 0.536 0.543 0.551 0.558 0.566