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15134 HS-BYD @EP2508C Simulated Data
Underlying Price(HKD):
114.300
Type:
Put
Strike:
105.933
Maturity Date(D/M/Y):
22/08/2025
Conversion Ratio:
33.333
Board Lot:
5,000
Underlying Price(HKD)
0114.3057.15114.3228.6
Implied Volatility(%)
041.74013.0526.0952.18
Time to Maturity(Days)
Calculator Result
Underlying Price(HKD) 114.3 Delta(%) -21.0%
Change(%) 0.00(0.00%) Effective Gearing(X) -16.7x
Warrant Price(HKD) 0.043 Theta(%) -7.585%
Change(%) 0.000(0.00%) Vega(%) 5.540%
Last update time: 01/08/2025 13:15 (15 minutes delayed)
Implied Volatility / Underlying Price 37.57% 39.65% 41.74% 43.83% 45.91%
113.70 0.037 0.042 0.047 0.052 0.057
113.80 0.036 0.041 0.046 0.051 0.057
113.90 0.036 0.041 0.046 0.051 0.056
114.00 0.035 0.040 0.045 0.050 0.055
114.10 0.034 0.039 0.044 0.049 0.055
114.20 0.034 0.039 0.044 0.049 0.054
114.30 0.033 0.038 0.043 0.048 0.053
114.40 0.033 0.037 0.042 0.047 0.053
114.50 0.032 0.037 0.042 0.047 0.052
114.60 0.032 0.036 0.041 0.046 0.051
114.70 0.031 0.036 0.041 0.045 0.051
114.80 0.031 0.035 0.040 0.045 0.050
114.90 0.030 0.035 0.039 0.044 0.049