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15602 MSXIAMI@EC2508E Simulated Data
Underlying Price(HKD):
53.100
Type:
Call
Strike:
61.930
Maturity Date(D/M/Y):
04/08/2025
Conversion Ratio:
10
Board Lot:
2,000
Underlying Price(HKD)
053.1026.5553.1106.2
Implied Volatility(%)
054.01016.8833.7667.51
Time to Maturity(Days)
Calculator Result
Underlying Price(HKD) 53.1 Delta(%) 35.1%
Change(%) 0.00(0.00%) Effective Gearing(X) 6.2x
Warrant Price(HKD) 0.300 Theta(%) -1.412%
Change(%) 0.000(0.00%) Vega(%) 3.265%
Last update time: 02/05/2025 16:20 (15 minutes delayed)
Implied Volatility / Underlying Price 48.61% 51.31% 54.01% 56.71% 59.41%
52.80 0.237 0.263 0.290 0.317 0.344
52.85 0.238 0.265 0.291 0.318 0.346
52.90 0.240 0.266 0.293 0.320 0.348
52.95 0.242 0.268 0.295 0.322 0.349
53.00 0.243 0.270 0.296 0.324 0.351
53.05 0.245 0.271 0.298 0.326 0.353
53.10 0.246 0.273 0.300 0.327 0.355
53.15 0.248 0.275 0.302 0.329 0.357
53.20 0.250 0.276 0.304 0.331 0.359
53.25 0.251 0.278 0.305 0.333 0.361
53.30 0.253 0.280 0.307 0.335 0.363
53.35 0.255 0.282 0.309 0.336 0.364
53.40 0.256 0.283 0.311 0.338 0.366