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Warrants Calculator
28563 BP-ICBC@EC2509A Simulated Data
Calculator Result
Underlying Price(HKD) |
6.33 |
Delta(%) |
72.7% |
Change(%) |
0.00(0.00%) |
Effective Gearing(X) |
10.2x |
Warrant Price(HKD) |
0.450 |
Theta(%) |
-0.644% |
Change(%) |
0.000(0.00%) |
Vega(%) |
1.807% |
Last update time: 11/07/2025 14:10 (15 minutes delayed)
Implied Volatility / Underlying Price |
23.32% |
24.61% |
25.91% |
27.21% |
28.50% |
6.27 |
0.386 |
0.396 |
0.407 |
0.418 |
0.429 |
6.28 |
0.393 |
0.404 |
0.414 |
0.425 |
0.436 |
6.29 |
0.400 |
0.411 |
0.421 |
0.432 |
0.443 |
6.30 |
0.407 |
0.418 |
0.428 |
0.439 |
0.450 |
6.31 |
0.415 |
0.425 |
0.436 |
0.446 |
0.457 |
6.32 |
0.422 |
0.432 |
0.443 |
0.453 |
0.464 |
6.33 |
0.429 |
0.440 |
0.450 |
0.461 |
0.471 |
6.34 |
0.437 |
0.447 |
0.457 |
0.468 |
0.478 |
6.35 |
0.444 |
0.454 |
0.465 |
0.475 |
0.486 |
6.36 |
0.452 |
0.462 |
0.472 |
0.482 |
0.493 |
6.37 |
0.460 |
0.469 |
0.479 |
0.490 |
0.500 |
6.38 |
0.467 |
0.477 |
0.487 |
0.497 |
0.507 |
6.39 |
0.475 |
0.485 |
0.495 |
0.505 |
0.515 |