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Warrants Calculator

25923 SGBAIDU@EC2512A Simulated Data
Underlying Price(HKD):
85.500		 Type:
Call		 Strike:
105.100		 Maturity Date(D/M/Y):
24/12/2025		 Conversion Ratio:
100		 Board Lot:
5,000
Underlying Price(HKD)
085.5085.5171
Implied Volatility(%)
045.23014.1328.2756.54
Time to Maturity(Days)
Start Reset
Calculator Result
Underlying Price(HKD) 85.5 Delta(%) 29.2%
Change(%) 0.00(0.00%) Effective Gearing(X) 6.4x
Warrant Price(HKD) 0.039 Theta(%) -1.071%
Change(%) 0.000(0.00%) Vega(%) 4.653%
Last update time: 01/08/2025 16:20 (15 minutes delayed)
Implied Volatility / Underlying Price 40.71% 42.97% 45.23% 47.49% 49.75%
85.20 0.030 0.034 0.038 0.042 0.047
85.25 0.030 0.034 0.038 0.043 0.047
85.30 0.030 0.034 0.038 0.043 0.047
85.35 0.030 0.034 0.039 0.043 0.047
85.40 0.031 0.035 0.039 0.043 0.047
85.45 0.031 0.035 0.039 0.043 0.047
85.50 0.031 0.035 0.039 0.043 0.048
85.55 0.031 0.035 0.039 0.043 0.048
85.60 0.031 0.035 0.039 0.044 0.048
85.65 0.031 0.035 0.039 0.044 0.048
85.70 0.031 0.035 0.040 0.044 0.048
85.75 0.031 0.036 0.040 0.044 0.048
85.80 0.032 0.036 0.040 0.044 0.049