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25923 SGBAIDU@EC2512A Simulated Data
Underlying Price(HKD):
86.900
Type:
Call
Strike:
105.100
Maturity Date(D/M/Y):
24/12/2025
Conversion Ratio:
100
Board Lot:
5,000
Underlying Price(HKD)
086.9043.4586.9173.8
Implied Volatility(%)
043.51013.627.254.39
Time to Maturity(Days)
Calculator Result
Underlying Price(HKD) 86.9 Delta(%) 32.4%
Change(%) 0.00(0.00%) Effective Gearing(X) 6.0x
Warrant Price(HKD) 0.047 Theta(%) -0.864%
Change(%) 0.000(0.00%) Vega(%) 4.418%
Last update time: 10/07/2025 16:20 (15 minutes delayed)
Implied Volatility / Underlying Price 39.16% 41.33% 43.51% 45.69% 47.86%
86.60 0.037 0.041 0.046 0.051 0.055
86.65 0.037 0.042 0.046 0.051 0.056
86.70 0.037 0.042 0.046 0.051 0.056
86.75 0.037 0.042 0.047 0.051 0.056
86.80 0.038 0.042 0.047 0.051 0.056
86.85 0.038 0.042 0.047 0.051 0.056
86.90 0.038 0.042 0.047 0.052 0.056
86.95 0.038 0.043 0.047 0.052 0.057
87.00 0.038 0.043 0.047 0.052 0.057
87.05 0.038 0.043 0.047 0.052 0.057
87.10 0.039 0.043 0.048 0.052 0.057
87.15 0.039 0.043 0.048 0.053 0.057
87.20 0.039 0.043 0.048 0.053 0.057