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13535 MS-BYD @EC2508A Simulated Data
Underlying Price(HKD):
115.700
Type:
Call
Strike:
127.997
Maturity Date(D/M/Y):
11/08/2025
Conversion Ratio:
33.333
Board Lot:
5,000
Underlying Price(HKD)
0115.7057.85115.7231.4
Implied Volatility(%)
043.56013.6127.2254.45
Time to Maturity(Days)
Calculator Result
Underlying Price(HKD) 115.7 Delta(%) 8.8%
Change(%) 0.00(0.00%) Effective Gearing(X) 30.5x
Warrant Price(HKD) 0.010 Theta(%) -28.071%
Change(%) 0.000(0.00%) Vega(%) 9.292%
Last update time: 01/08/2025 09:45 (15 minutes delayed)
Implied Volatility / Underlying Price 39.20% 41.38% 43.56% 45.74% 47.92%
115.10 0.005 0.007 0.009 0.010 0.013
115.20 0.005 0.007 0.009 0.011 0.013
115.30 0.006 0.007 0.009 0.011 0.013
115.40 0.006 0.007 0.009 0.011 0.013
115.50 0.006 0.008 0.009 0.012 0.014
115.60 0.006 0.008 0.010 0.012 0.014
115.70 0.006 0.008 0.010 0.012 0.014
115.80 0.007 0.008 0.010 0.012 0.015
115.90 0.007 0.009 0.011 0.013 0.015
116.00 0.007 0.009 0.011 0.013 0.015
116.10 0.007 0.009 0.011 0.013 0.016
116.20 0.007 0.009 0.011 0.014 0.016
116.30 0.008 0.010 0.012 0.014 0.016