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Warrants Calculator
13724 JPXIAMI@EP2508A Simulated Data
Calculator Result
Underlying Price(HKD) |
53.1 |
Delta(%) |
-6.7% |
Change(%) |
0.00(0.00%) |
Effective Gearing(X) |
-5.4x |
Warrant Price(HKD) |
0.066 |
Theta(%) |
-2.337% |
Change(%) |
0.000(0.00%) |
Vega(%) |
5.956% |
Last update time: 02/05/2025 16:20 (15 minutes delayed)
Implied Volatility / Underlying Price |
59.58% |
62.89% |
66.20% |
69.51% |
72.82% |
52.80 |
0.045 |
0.056 |
0.068 |
0.081 |
0.095 |
52.85 |
0.045 |
0.056 |
0.068 |
0.081 |
0.095 |
52.90 |
0.044 |
0.055 |
0.067 |
0.081 |
0.095 |
52.95 |
0.044 |
0.055 |
0.067 |
0.080 |
0.094 |
53.00 |
0.044 |
0.055 |
0.067 |
0.080 |
0.094 |
53.05 |
0.044 |
0.054 |
0.066 |
0.079 |
0.093 |
53.10 |
0.043 |
0.054 |
0.066 |
0.079 |
0.093 |
53.15 |
0.043 |
0.054 |
0.066 |
0.079 |
0.093 |
53.20 |
0.043 |
0.053 |
0.065 |
0.078 |
0.092 |
53.25 |
0.042 |
0.053 |
0.065 |
0.078 |
0.092 |
53.30 |
0.042 |
0.053 |
0.065 |
0.078 |
0.091 |
53.35 |
0.042 |
0.053 |
0.064 |
0.077 |
0.091 |
53.40 |
0.042 |
0.052 |
0.064 |
0.077 |
0.091 |