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14907 MS-AIA @EP2509A Simulated Data
Underlying Price(HKD):
68.100
Type:
Put
Strike:
48.830
Maturity Date(D/M/Y):
22/09/2025
Conversion Ratio:
10
Board Lot:
2,000
Underlying Price(HKD)
068.1034.0568.1136.2
Implied Volatility(%)
042.89013.426.853.61
Time to Maturity(Days)
Calculator Result
Underlying Price(HKD) 68.1 Delta(%) -3.4%
Change(%) 0.00(0.00%) Effective Gearing(X) -12.2x
Warrant Price(HKD) 0.019 Theta(%) -4.824%
Change(%) 0.000(0.00%) Vega(%) 12.524%
Last update time: 10/07/2025 16:20 (15 minutes delayed)
Implied Volatility / Underlying Price 38.60% 40.75% 42.89% 45.03% 47.18%
67.80 0.011 0.015 0.020 0.026 0.032
67.85 0.011 0.015 0.020 0.025 0.032
67.90 0.011 0.015 0.020 0.025 0.031
67.95 0.011 0.015 0.020 0.025 0.031
68.00 0.011 0.015 0.019 0.025 0.031
68.05 0.011 0.015 0.019 0.025 0.031
68.10 0.010 0.014 0.019 0.024 0.030
68.15 0.010 0.014 0.019 0.024 0.030
68.20 0.010 0.014 0.019 0.024 0.030
68.25 0.010 0.014 0.018 0.024 0.030
68.30 0.010 0.014 0.018 0.024 0.030
68.35 0.010 0.014 0.018 0.023 0.029
68.40 0.010 0.014 0.018 0.023 0.029