Stock Option Details
Underlying | |||
OR | HKATS Code |
Call / Put | Expiry | Strike | |
Search |
Please select search criteria and press Search
Stock Option | (Underlying Code) Underlying Name - HKATS Code |
---|
Last Updated:
03/07/2024 16:33
(All data delayed at least
15
minutes)
ICBC
HKD
4.73
-0.020 (-0.42%)
30 Dec 2024 - 4.90 Call
Last Traded Price
(As of 15:29:00) 0.104 |
Bid / Ask 0.096 / 0.115 | High / Low0.107 / 0.103 |
Price Change
(% Change)-0.052 (-33.33%) |
Volume12506 | CurrencyHKD |
Underlying Price vs
Option Price |
Implied Volatility vs
Option Price |
Historical Volatility vs
Implied Volatility |
---|
Contract Information
Contract Notional Value | 4,730.00 |
Contract Size (Shares) | 1,000 |
Strike | 4.90 |
Expiry (D/M/Y) | 30/12/2024 |
Effective Gearing (x) | 12.15 |
Implied Volatility (%) | 22.17 |
Option Premium (%)* | 2.20 |
Previous Day Net Open Interest | 1880 |
Previous Day Gross Open Interest | 2056 |
No. of Board Lot(s) of Underlying | 1 |
Call / Put | Call |
Moneyness | 3.59% OTM |
Remaining day(s) until expiry | 180 |
Gearing (x) | 45.48 |
Delta (%) | 26.72 |
Theta (Daily) | -0.0006 |
Vega | 0.01 |
*Option Premium as % of Underlying Price
#Effective Gearing, Gearing, Implied Volatility, Delta, Option Premium as % of Underlying
Price, Theta (Daily), and Vega are calculated based on last traded price of the
option contract.
^For deep in-the-money (ITM)/deep out-of-the-money (OTM) options or options which
are close to expiry, some of the parameters will show "N/A".