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14984 MSXIAMI@EP2509C Simulated Data
Underlying Price(HKD):
53.150
Type:
Put
Strike:
38.880
Maturity Date(D/M/Y):
17/09/2025
Conversion Ratio:
10
Board Lot:
2,000
Underlying Price(HKD)
053.15026.5753.15106.3
Implied Volatility(%)
049.07015.3430.6761.34
Time to Maturity(Days)
Calculator Result
Underlying Price(HKD) 53.15 Delta(%) -3.3%
Change(%) 0.00(0.00%) Effective Gearing(X) -13.4x
Warrant Price(HKD) 0.013 Theta(%) -7.646%
Change(%) 0.000(0.00%) Vega(%) 10.987%
Last update time: 31/07/2025 16:20 (15 minutes delayed)
Implied Volatility / Underlying Price 44.16% 46.62% 49.07% 51.52% 53.98%
52.85 0.008 0.011 0.014 0.018 0.022
52.90 0.008 0.010 0.014 0.018 0.022
52.95 0.008 0.010 0.014 0.018 0.022
53.00 0.007 0.010 0.014 0.017 0.022
53.05 0.007 0.010 0.013 0.017 0.022
53.10 0.007 0.010 0.013 0.017 0.021
53.15 0.007 0.010 0.013 0.017 0.021
53.20 0.007 0.010 0.013 0.017 0.021
53.25 0.007 0.010 0.013 0.016 0.021
53.30 0.007 0.009 0.013 0.016 0.020
53.35 0.007 0.009 0.012 0.016 0.020
53.40 0.007 0.009 0.012 0.016 0.020
53.45 0.006 0.009 0.012 0.016 0.020