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

Warrants Calculator

27667 BIBAIDU@EC2509A Simulated Data
Underlying Price(HKD):
87.450
Type:
Call
Strike:
120.100
Maturity Date(D/M/Y):
25/09/2025
Conversion Ratio:
50
Board Lot:
2,500
Underlying Price(HKD)
087.45043.7387.45174.9
Implied Volatility(%)
045.99014.3728.7457.49
Time to Maturity(Days)
Calculator Result
Underlying Price(HKD) 87.45 Delta(%) 18.9%
Change(%) 0.00(0.00%) Effective Gearing(X) 7.0x
Warrant Price(HKD) 0.047 Theta(%) -1.500%
Change(%) 0.000(0.00%) Vega(%) 6.033%
Last update time: 02/05/2025 16:20 (15 minutes delayed)
Implied Volatility / Underlying Price 41.39% 43.69% 45.99% 48.29% 50.59%
87.15 0.033 0.039 0.046 0.053 0.060
87.20 0.033 0.039 0.046 0.053 0.060
87.25 0.033 0.040 0.046 0.053 0.061
87.30 0.033 0.040 0.046 0.053 0.061
87.35 0.034 0.040 0.047 0.054 0.061
87.40 0.034 0.040 0.047 0.054 0.061
87.45 0.034 0.040 0.047 0.054 0.062
87.50 0.034 0.040 0.047 0.054 0.062
87.55 0.034 0.041 0.047 0.055 0.062
87.60 0.034 0.041 0.048 0.055 0.062
87.65 0.035 0.041 0.048 0.055 0.062
87.70 0.035 0.041 0.048 0.055 0.063
87.75 0.035 0.041 0.048 0.055 0.063