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25933 CTBAIDU@EC2512A Simulated Data
Underlying Price(HKD):
86.100
Type:
Call
Strike:
105.100
Maturity Date(D/M/Y):
24/12/2025
Conversion Ratio:
100
Board Lot:
5,000
Underlying Price(HKD)
086.1043.0586.1172.2
Implied Volatility(%)
044.790142855.99
Time to Maturity(Days)
Calculator Result
Underlying Price(HKD) 86.1 Delta(%) 29.4%
Change(%) 0.00(0.00%) Effective Gearing(X) 6.5x
Warrant Price(HKD) 0.039 Theta(%) -1.083%
Change(%) 0.000(0.00%) Vega(%) 4.657%
Last update time: 04/08/2025 16:20 (15 minutes delayed)
Implied Volatility / Underlying Price 40.31% 42.55% 44.79% 47.03% 49.27%
85.80 0.030 0.034 0.038 0.042 0.047
85.85 0.030 0.034 0.038 0.042 0.047
85.90 0.030 0.034 0.038 0.043 0.047
85.95 0.030 0.034 0.039 0.043 0.047
86.00 0.031 0.035 0.039 0.043 0.047
86.05 0.031 0.035 0.039 0.043 0.047
86.10 0.031 0.035 0.039 0.043 0.048
86.15 0.031 0.035 0.039 0.043 0.048
86.20 0.031 0.035 0.039 0.044 0.048
86.25 0.031 0.035 0.039 0.044 0.048
86.30 0.031 0.035 0.040 0.044 0.048
86.35 0.032 0.036 0.040 0.044 0.048
86.40 0.032 0.036 0.040 0.044 0.048