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29896 MS-AIA @EC2506A Simulated Data
Underlying Price(HKD):
59.100
Type:
Call
Strike:
66.710
Maturity Date(D/M/Y):
11/06/2025
Conversion Ratio:
10
Board Lot:
2,000
Underlying Price(HKD)
059.1029.5559.1118.2
Implied Volatility(%)
030.2409.4518.937.8
Time to Maturity(Days)
Calculator Result
Underlying Price(HKD) 59.1 Delta(%) 12.9%
Change(%) 0.00(0.00%) Effective Gearing(X) 20.6x
Warrant Price(HKD) 0.037 Theta(%) -6.032%
Change(%) 0.000(0.00%) Vega(%) 10.998%
Last update time: 02/05/2025 16:20 (15 minutes delayed)
Implied Volatility / Underlying Price 27.22% 28.73% 30.24% 31.75% 33.26%
58.80 0.022 0.028 0.033 0.039 0.046
58.85 0.023 0.028 0.034 0.040 0.047
58.90 0.023 0.029 0.034 0.041 0.047
58.95 0.024 0.029 0.035 0.041 0.048
59.00 0.024 0.030 0.036 0.042 0.049
59.05 0.025 0.030 0.036 0.043 0.050
59.10 0.025 0.031 0.037 0.043 0.050
59.15 0.026 0.032 0.038 0.044 0.051
59.20 0.026 0.032 0.038 0.045 0.052
59.25 0.027 0.033 0.039 0.046 0.053
59.30 0.028 0.033 0.040 0.046 0.054
59.35 0.028 0.034 0.040 0.047 0.054
59.40 0.029 0.035 0.041 0.048 0.055