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25933 CTBAIDU@EC2512A Simulated Data
Underlying Price(HKD):
87.900
Type:
Call
Strike:
105.100
Maturity Date(D/M/Y):
24/12/2025
Conversion Ratio:
100
Board Lot:
5,000
Underlying Price(HKD)
087.9043.9587.9175.8
Implied Volatility(%)
042.13013.1626.3352.66
Time to Maturity(Days)
Calculator Result
Underlying Price(HKD) 87.9 Delta(%) 32.8%
Change(%) 0.00(0.00%) Effective Gearing(X) 6.1x
Warrant Price(HKD) 0.047 Theta(%) -0.855%
Change(%) 0.000(0.00%) Vega(%) 4.480%
Last update time: 11/07/2025 12:05 (15 minutes delayed)
Implied Volatility / Underlying Price 37.92% 40.02% 42.13% 44.24% 46.34%
87.60 0.037 0.042 0.046 0.051 0.055
87.65 0.037 0.042 0.046 0.051 0.055
87.70 0.037 0.042 0.046 0.051 0.056
87.75 0.038 0.042 0.047 0.051 0.056
87.80 0.038 0.042 0.047 0.051 0.056
87.85 0.038 0.042 0.047 0.051 0.056
87.90 0.038 0.042 0.047 0.052 0.056
87.95 0.038 0.043 0.047 0.052 0.056
88.00 0.038 0.043 0.047 0.052 0.057
88.05 0.039 0.043 0.047 0.052 0.057
88.10 0.039 0.043 0.048 0.052 0.057
88.15 0.039 0.043 0.048 0.052 0.057
88.20 0.039 0.043 0.048 0.053 0.057