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14809 HS-CMOB@EP2509A Simulated Data
Underlying Price(HKD):
86.300
Type:
Put
Strike:
72.450
Maturity Date(D/M/Y):
23/09/2025
Conversion Ratio:
10
Board Lot:
5,000
Underlying Price(HKD)
086.3043.1586.3172.6
Implied Volatility(%)
027.7808.6817.3634.73
Time to Maturity(Days)
Calculator Result
Underlying Price(HKD) 86.3 Delta(%) -4.4%
Change(%) 0.00(0.00%) Effective Gearing(X) -22.3x
Warrant Price(HKD) 0.017 Theta(%) -6.407%
Change(%) 0.000(0.00%) Vega(%) 18.268%
Last update time: 01/08/2025 11:05 (15 minutes delayed)
Implied Volatility / Underlying Price 25.00% 26.39% 27.78% 29.17% 30.56%
86.00 0.011 0.014 0.018 0.023 0.029
86.05 0.010 0.014 0.018 0.023 0.028
86.10 0.010 0.014 0.018 0.023 0.028
86.15 0.010 0.014 0.018 0.022 0.028
86.20 0.010 0.013 0.017 0.022 0.027
86.25 0.010 0.013 0.017 0.022 0.027
86.30 0.010 0.013 0.017 0.022 0.027
86.35 0.009 0.013 0.017 0.021 0.026
86.40 0.009 0.013 0.017 0.021 0.026
86.45 0.009 0.012 0.016 0.021 0.026
86.50 0.009 0.012 0.016 0.021 0.026
86.55 0.009 0.012 0.016 0.020 0.025
86.60 0.009 0.012 0.016 0.020 0.025