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29708 CIALIBA@EC2509A Simulated Data
Underlying Price(HKD):
103.200
Type:
Call
Strike:
90.880
Maturity Date(D/M/Y):
22/09/2025
Conversion Ratio:
50
Board Lot:
5,000
Underlying Price(HKD)
0103.2051.6103.2206.4
Implied Volatility(%)
039.89012.4624.9349.86
Time to Maturity(Days)
Calculator Result
Underlying Price(HKD) 103.2 Delta(%) 79.1%
Change(%) 0.00(0.00%) Effective Gearing(X) 5.4x
Warrant Price(HKD) 0.300 Theta(%) -0.360%
Change(%) 0.000(0.00%) Vega(%) 0.905%
Last update time: 10/07/2025 16:20 (15 minutes delayed)
Implied Volatility / Underlying Price 35.90% 37.90% 39.89% 41.88% 43.88%
102.60 0.280 0.285 0.291 0.296 0.302
102.70 0.282 0.287 0.292 0.298 0.303
102.80 0.283 0.288 0.294 0.299 0.305
102.90 0.285 0.290 0.295 0.301 0.306
103.00 0.286 0.292 0.297 0.302 0.308
103.10 0.288 0.293 0.298 0.304 0.309
103.20 0.290 0.295 0.300 0.305 0.311
103.30 0.291 0.296 0.302 0.307 0.313
103.40 0.293 0.298 0.303 0.309 0.314
103.50 0.294 0.300 0.305 0.310 0.316
103.60 0.296 0.301 0.306 0.312 0.317
103.70 0.298 0.303 0.308 0.313 0.319
103.80 0.299 0.304 0.310 0.315 0.320