I am not sure, if I understood you right. Do you wonder, what SO-PIN is saved on the stick right now, after you tried the password mentioned above? As in “what would the HSM do if I do not give a valid PIN?”.
Well this will be probably difficult as we can not try a lot of times. The SO-PIN can only be entered wrongly 15 times at all! Therefore I do not want to give haste tips or tries.
So could you please tell us which command you did use exactly to change the PIN? As far as I can see the link above is not saying anything about how to actually change the SO-PIN, does it? Maybe you did not change the SO-PIN at all. So what did you tried?
You can read a good description over here.