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27597 JPJDCOM@EP2507A Simulated Data
Underlying Price(HKD):
131.500
Type:
Put
Strike:
111.890
Maturity Date(D/M/Y):
23/07/2025
Conversion Ratio:
100
Board Lot:
5,000
Underlying Price(HKD)
0131.50131.5263
Implied Volatility(%)
054.36016.9933.9867.95
Time to Maturity(Days)
Calculator Result
Underlying Price(HKD) 131.5 Delta(%) -21.3%
Change(%) 0.00(0.00%) Effective Gearing(X) -6.1x
Warrant Price(HKD) 0.046 Theta(%) -1.777%
Change(%) 0.000(0.00%) Vega(%) 3.941%
Last update time: 06/05/2025 16:20 (15 minutes delayed)
Implied Volatility / Underlying Price 48.92% 51.64% 54.36% 57.08% 59.80%
130.90 0.038 0.042 0.047 0.052 0.057
131.00 0.038 0.042 0.047 0.052 0.057
131.10 0.037 0.042 0.047 0.052 0.057
131.20 0.037 0.042 0.047 0.052 0.057
131.30 0.037 0.042 0.046 0.051 0.056
131.40 0.037 0.041 0.046 0.051 0.056
131.50 0.037 0.041 0.046 0.051 0.056
131.60 0.036 0.041 0.046 0.051 0.056
131.70 0.036 0.041 0.046 0.050 0.055
131.80 0.036 0.041 0.045 0.050 0.055
131.90 0.036 0.040 0.045 0.050 0.055
132.00 0.036 0.040 0.045 0.050 0.055
132.10 0.035 0.040 0.045 0.050 0.055