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27736 BI-AIA @EC2506A Simulated Data
Underlying Price(HKD):
60.000
Type:
Call
Strike:
90.000
Maturity Date(D/M/Y):
27/06/2025
Conversion Ratio:
10
Board Lot:
2,000
Underlying Price(HKD)
0600306090120
Implied Volatility(%)
061.68019.2738.5577.1
Time to Maturity(Days)
Calculator Result
Underlying Price(HKD) 60 Delta(%) 5.5%
Change(%) 0.00(0.00%) Effective Gearing(X) 11.0x
Warrant Price(HKD) 0.030 Theta(%) -7.001%
Change(%) 0.000(0.00%) Vega(%) 8.200%
Last update time: 06/05/2025 16:20 (15 minutes delayed)
Implied Volatility / Underlying Price 55.51% 58.60% 61.68% 64.76% 67.85%
59.70 0.016 0.021 0.028 0.036 0.046
59.75 0.016 0.022 0.029 0.037 0.046
59.80 0.016 0.022 0.029 0.037 0.046
59.85 0.016 0.022 0.029 0.037 0.047
59.90 0.016 0.022 0.029 0.038 0.047
59.95 0.016 0.023 0.030 0.038 0.048
60.00 0.017 0.023 0.030 0.038 0.048
60.05 0.017 0.023 0.030 0.039 0.048
60.10 0.017 0.023 0.031 0.039 0.049
60.15 0.017 0.023 0.031 0.039 0.049
60.20 0.017 0.024 0.031 0.040 0.049
60.25 0.018 0.024 0.031 0.040 0.050
60.30 0.018 0.024 0.032 0.040 0.050