Hotline:   +852 3988 6909
Location:  Home  >  Warrants  >  Warrants Calculator

Warrants Calculator

27349 CT-BYD @EP2509A Simulated Data
Underlying Price(HKD):
111.000
Type:
Put
Strike:
64.927
Maturity Date(D/M/Y):
25/09/2025
Conversion Ratio:
33.333
Board Lot:
50,000
Underlying Price(HKD)
01110111222
Implied Volatility(%)
085.36026.6753.35106.7
Time to Maturity(Days)
Calculator Result
Underlying Price(HKD) 111 Delta(%) -3.2%
Change(%) 0.00(0.00%) Effective Gearing(X) -7.2x
Warrant Price(HKD) 0.015 Theta(%) -7.016%
Change(%) 0.000(0.00%) Vega(%) 5.995%
Last update time: 06/08/2025 14:15 (15 minutes delayed)
Implied Volatility / Underlying Price 76.82% 81.09% 85.36% 89.63% 93.90%
110.40 0.009 0.012 0.016 0.020 0.025
110.50 0.009 0.012 0.015 0.020 0.024
110.60 0.009 0.012 0.015 0.020 0.024
110.70 0.009 0.012 0.015 0.019 0.024
110.80 0.009 0.012 0.015 0.019 0.024
110.90 0.008 0.012 0.015 0.019 0.024
111.00 0.008 0.011 0.015 0.019 0.024
111.10 0.008 0.011 0.015 0.019 0.024
111.20 0.008 0.011 0.015 0.019 0.023
111.30 0.008 0.011 0.015 0.019 0.023
111.40 0.008 0.011 0.015 0.019 0.023
111.50 0.008 0.011 0.015 0.019 0.023
111.60 0.008 0.011 0.014 0.018 0.023