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13724 JPXIAMI@EP2508A Simulated Data
Underlying Price(HKD):
53.100
Type:
Put
Strike:
33.330
Maturity Date(D/M/Y):
18/08/2025
Conversion Ratio:
10
Board Lot:
2,000
Underlying Price(HKD)
053.1026.5553.1106.2
Implied Volatility(%)
066.2020.6941.3882.75
Time to Maturity(Days)
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