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

Warrants Calculator

27843 UBSPDRG@EC2510A Simulated Data
Underlying Price(HKD):
2,416.00
Type:
Call
Strike:
2,289
Maturity Date(D/M/Y):
21/10/2025
Conversion Ratio:
500
Board Lot:
500
Underlying Price(HKD)
02 41601 2082 4164 832
Implied Volatility(%)
020.6806.4612.9325.85
Time to Maturity(Days)
Calculator Result
Underlying Price(HKD) 2,416 Delta(%) 72.4%
Change(%) 0.00(0.00%) Effective Gearing(X) 9.3x
Warrant Price(HKD) 0.375 Theta(%) -0.383%
Change(%) 0.000(0.00%) Vega(%) 2.350%
Last update time: 11/07/2025 16:20 (15 minutes delayed)
Implied Volatility / Underlying Price 18.61% 19.65% 20.68% 21.71% 22.75%
2356.00 0.274 0.283 0.293 0.303 0.312
2366.00 0.287 0.296 0.306 0.316 0.325
2376.00 0.300 0.310 0.319 0.329 0.338
2386.00 0.314 0.323 0.333 0.342 0.352
2396.00 0.328 0.337 0.347 0.356 0.365
2406.00 0.343 0.352 0.361 0.370 0.379
2416.00 0.357 0.366 0.375 0.384 0.393
2426.00 0.372 0.381 0.390 0.398 0.407
2436.00 0.388 0.396 0.404 0.413 0.422
2446.00 0.403 0.411 0.420 0.428 0.437
2456.00 0.419 0.427 0.435 0.443 0.452
2466.00 0.435 0.442 0.450 0.458 0.467
2476.00 0.451 0.458 0.466 0.474 0.482