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27632 CTJDCOM@EP2507A Simulated Data
Underlying Price(HKD):
127.600
Type:
Put
Strike:
111.890
Maturity Date(D/M/Y):
23/07/2025
Conversion Ratio:
100
Board Lot:
5,000
Underlying Price(HKD)
0127.6063.8127.6255.2
Implied Volatility(%)
050.18015.6831.3662.73
Time to Maturity(Days)
Calculator Result
Underlying Price(HKD) 127.6 Delta(%) -21.3%
Change(%) 0.00(0.00%) Effective Gearing(X) -8.5x
Warrant Price(HKD) 0.032 Theta(%) -2.937%
Change(%) 0.000(0.00%) Vega(%) 4.367%
Last update time: 02/06/2025 15:10 (15 minutes delayed)
Implied Volatility / Underlying Price 45.16% 47.67% 50.18% 52.69% 55.20%
127.00 0.026 0.030 0.033 0.037 0.041
127.10 0.026 0.030 0.033 0.037 0.040
127.20 0.026 0.029 0.033 0.036 0.040
127.30 0.026 0.029 0.033 0.036 0.040
127.40 0.026 0.029 0.032 0.036 0.040
127.50 0.025 0.029 0.032 0.036 0.039
127.60 0.025 0.029 0.032 0.036 0.039
127.70 0.025 0.028 0.032 0.035 0.039
127.80 0.025 0.028 0.032 0.035 0.039
127.90 0.025 0.028 0.031 0.035 0.038
128.00 0.024 0.028 0.031 0.035 0.038
128.10 0.024 0.028 0.031 0.034 0.038
128.20 0.024 0.027 0.031 0.034 0.038