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28936 BI-CMOB@EC2506A Simulated Data
Underlying Price(HKD):
81.750
Type:
Call
Strike:
88.550
Maturity Date(D/M/Y):
16/06/2025
Conversion Ratio:
10
Board Lot:
5,000
Underlying Price(HKD)
081.75040.8881.75163.5
Implied Volatility(%)
016.5705.1810.3620.71
Time to Maturity(Days)
Calculator Result
Underlying Price(HKD) 81.75 Delta(%) 9.8%
Change(%) 0.00(0.00%) Effective Gearing(X) 36.5x
Warrant Price(HKD) 0.022 Theta(%) -6.169%
Change(%) 0.000(0.00%) Vega(%) 21.805%
Last update time: 02/05/2025 16:20 (15 minutes delayed)
Implied Volatility / Underlying Price 14.91% 15.74% 16.57% 17.40% 18.23%
81.45 0.012 0.016 0.019 0.023 0.028
81.50 0.013 0.016 0.020 0.024 0.028
81.55 0.013 0.016 0.020 0.024 0.029
81.60 0.013 0.017 0.021 0.025 0.029
81.65 0.014 0.017 0.021 0.025 0.030
81.70 0.014 0.018 0.022 0.026 0.030
81.75 0.014 0.018 0.022 0.026 0.031
81.80 0.015 0.018 0.022 0.027 0.032
81.85 0.015 0.019 0.023 0.027 0.032
81.90 0.016 0.019 0.024 0.028 0.033
81.95 0.016 0.020 0.024 0.029 0.033
82.00 0.016 0.020 0.025 0.029 0.034
82.05 0.017 0.021 0.025 0.030 0.035