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16674 SGMTUAN@EP2510A Simulated Data
Underlying Price(HKD):
123.000
Type:
Put
Strike:
122.900
Maturity Date(D/M/Y):
02/10/2025
Conversion Ratio:
100
Board Lot:
10,000
Underlying Price(HKD)
01230123246
Implied Volatility(%)
045.26014.1428.2956.58
Time to Maturity(Days)
Calculator Result
Underlying Price(HKD) 123 Delta(%) -45.8%
Change(%) 0.00(0.00%) Effective Gearing(X) -6.4x
Warrant Price(HKD) 0.088 Theta(%) -1.161%
Change(%) 0.000(0.00%) Vega(%) 2.240%
Last update time: 04/08/2025 16:20 (15 minutes delayed)
Implied Volatility / Underlying Price 40.73% 43.00% 45.26% 47.52% 49.79%
122.40 0.082 0.086 0.091 0.095 0.100
122.50 0.081 0.086 0.090 0.095 0.099
122.60 0.081 0.085 0.090 0.094 0.099
122.70 0.080 0.085 0.089 0.094 0.098
122.80 0.080 0.084 0.089 0.093 0.098
122.90 0.080 0.084 0.088 0.093 0.097
123.00 0.079 0.084 0.088 0.092 0.097
123.10 0.079 0.083 0.088 0.092 0.096
123.20 0.078 0.083 0.087 0.092 0.096
123.30 0.078 0.082 0.087 0.091 0.096
123.40 0.077 0.082 0.086 0.091 0.095
123.50 0.077 0.081 0.086 0.090 0.095
123.60 0.076 0.081 0.085 0.090 0.094