Location: Home > Warrants > Warrants Calculator
Warrants Calculator
29896 MS-AIA @EC2506A Simulated Data
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 |