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14984 MSXIAMI@EP2509C Simulated Data
Underlying Price(HKD):
56.900
Type:
Put
Strike:
38.880
Maturity Date(D/M/Y):
17/09/2025
Conversion Ratio:
10
Board Lot:
2,000
Underlying Price(HKD)
056.9028.4556.9113.8
Implied Volatility(%)
052.45016.3932.7865.56
Time to Maturity(Days)
Calculator Result
Underlying Price(HKD) 56.9 Delta(%) -3.7%
Change(%) 0.00(0.00%) Effective Gearing(X) -10.1x
Warrant Price(HKD) 0.021 Theta(%) -4.979%
Change(%) 0.000(0.00%) Vega(%) 9.746%
Last update time: 10/07/2025 16:20 (15 minutes delayed)
Implied Volatility / Underlying Price 47.21% 49.83% 52.45% 55.07% 57.70%
56.60 0.013 0.017 0.022 0.028 0.035
56.65 0.013 0.017 0.022 0.028 0.034
56.70 0.012 0.017 0.022 0.028 0.034
56.75 0.012 0.017 0.022 0.027 0.034
56.80 0.012 0.016 0.021 0.027 0.034
56.85 0.012 0.016 0.021 0.027 0.033
56.90 0.012 0.016 0.021 0.027 0.033
56.95 0.012 0.016 0.021 0.026 0.033
57.00 0.012 0.016 0.021 0.026 0.033
57.05 0.012 0.016 0.020 0.026 0.032
57.10 0.011 0.015 0.020 0.026 0.032
57.15 0.011 0.015 0.020 0.026 0.032
57.20 0.011 0.015 0.020 0.025 0.032