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Warrants/CBBCs Hedge Calculator

Long Underlying with Call/Bull
Underlying to long
Last Price*
Qty to long (Lots)
Qty to long (Shares)
Investment Principal (HKD)
To track the equivalent protential performance of shares
Call/Bull to buy
Underlying Qty x Conv. Ratio / Delta+ = Qty to buy
x / =
Qty to buy x Last Price* = Investment Principal (HKD)
x =
Hedge holding underlying with Put/Bear
Holding Underlying
Last Price*
Holding Qty (Lots)
Holding Qty (Shares)
Investment Exposure (HKD)
To hedge the equivalent downside loss of shares
Put/Bear to buy
Underlying Qty x Conv. Ratio / Delta+ = Qty to hedge
x / =
Qty to buy x Last Price* = Investment Principal (HKD)
x =
+Assume delta of CBBC is 100%, which may differ from the actual value.
Warrants Settlement Price
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Bullish/Bearish
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