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27843 UBSPDRG@EC2510A Simulated Data
Underlying Price(HKD):
2,436.00
Type:
Call
Strike:
2,289
Maturity Date(D/M/Y):
21/10/2025
Conversion Ratio:
500
Board Lot:
500
Underlying Price(HKD)
02 43601 2182 4364 872
Implied Volatility(%)
021.6706.7713.5427.09
Time to Maturity(Days)
Calculator Result
Underlying Price(HKD) 2,436 Delta(%) 75.9%
Change(%) 0.00(0.00%) Effective Gearing(X) 9.7x
Warrant Price(HKD) 0.380 Theta(%) -0.408%
Change(%) 0.000(0.00%) Vega(%) 1.869%
Last update time: 06/08/2025 13:25 (15 minutes delayed)
Implied Volatility / Underlying Price 19.50% 20.59% 21.67% 22.75% 23.84%
2376.00 0.277 0.285 0.294 0.302 0.311
2386.00 0.291 0.299 0.307 0.316 0.324
2396.00 0.305 0.313 0.321 0.330 0.338
2406.00 0.320 0.328 0.336 0.344 0.352
2416.00 0.335 0.342 0.350 0.358 0.366
2426.00 0.350 0.357 0.365 0.373 0.381
2436.00 0.365 0.373 0.380 0.388 0.395
2446.00 0.381 0.388 0.395 0.403 0.410
2456.00 0.397 0.404 0.411 0.418 0.426
2466.00 0.413 0.420 0.427 0.434 0.441
2476.00 0.430 0.436 0.443 0.450 0.457
2486.00 0.446 0.453 0.459 0.466 0.472
2496.00 0.463 0.469 0.475 0.482 0.489