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

Warrants Calculator

29131 SGBAIDU@EC2509A Simulated Data
Underlying Price(HKD):
87.450
Type:
Call
Strike:
120.100
Maturity Date(D/M/Y):
25/09/2025
Conversion Ratio:
50
Board Lot:
2,500
Underlying Price(HKD)
087.45043.7387.45174.9
Implied Volatility(%)
048.88015.2830.5561.1
Time to Maturity(Days)
Calculator Result
Underlying Price(HKD) 87.45 Delta(%) 20.9%
Change(%) 0.00(0.00%) Effective Gearing(X) 6.5x
Warrant Price(HKD) 0.056 Theta(%) -1.416%
Change(%) 0.000(0.00%) Vega(%) 5.405%
Last update time: 02/05/2025 16:20 (15 minutes delayed)
Implied Volatility / Underlying Price 43.99% 46.44% 48.88% 51.32% 53.77%
87.15 0.040 0.047 0.055 0.063 0.071
87.20 0.040 0.047 0.055 0.063 0.071
87.25 0.040 0.048 0.055 0.063 0.071
87.30 0.041 0.048 0.055 0.063 0.072
87.35 0.041 0.048 0.056 0.064 0.072
87.40 0.041 0.048 0.056 0.064 0.072
87.45 0.041 0.048 0.056 0.064 0.072
87.50 0.041 0.049 0.056 0.064 0.073
87.55 0.041 0.049 0.056 0.064 0.073
87.60 0.042 0.049 0.057 0.065 0.073
87.65 0.042 0.049 0.057 0.065 0.073
87.70 0.042 0.049 0.057 0.065 0.073
87.75 0.042 0.050 0.057 0.065 0.074