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13676 MSXIAMI@EP2509B Simulated Data
Underlying Price(HKD):
53.100
Type:
Put
Strike:
31.950
Maturity Date(D/M/Y):
26/09/2025
Conversion Ratio:
10
Board Lot:
2,000
Underlying Price(HKD)
053.1026.5553.1106.2
Implied Volatility(%)
063.97019.9939.9879.96
Time to Maturity(Days)
Calculator Result
Underlying Price(HKD) 53.1 Delta(%) -6.8%
Change(%) 0.00(0.00%) Effective Gearing(X) -4.7x
Warrant Price(HKD) 0.078 Theta(%) -1.649%
Change(%) 0.000(0.00%) Vega(%) 6.013%
Last update time: 02/05/2025 16:20 (15 minutes delayed)
Implied Volatility / Underlying Price 57.57% 60.77% 63.97% 67.17% 70.37%
52.80 0.053 0.066 0.080 0.095 0.111
52.85 0.053 0.066 0.080 0.095 0.111
52.90 0.053 0.065 0.079 0.094 0.110
52.95 0.053 0.065 0.079 0.094 0.110
53.00 0.052 0.065 0.079 0.094 0.110
53.05 0.052 0.065 0.078 0.093 0.109
53.10 0.052 0.064 0.078 0.093 0.109
53.15 0.051 0.064 0.078 0.093 0.108
53.20 0.051 0.064 0.077 0.092 0.108
53.25 0.051 0.063 0.077 0.092 0.108
53.30 0.051 0.063 0.077 0.091 0.107
53.35 0.050 0.063 0.076 0.091 0.107
53.40 0.050 0.062 0.076 0.091 0.106