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Non-collateralized Nature of Structured Products

Warrants Calculator

Home   /   Warrants   /   Warrants Speedy Check   /   Warrants Calculator

Warrants Calculator

10498 JP-DJIA@EC2506A

Call / Underlying: DJI DOW JONES

Disclaimer


The Warrants Calculator enables you to calculate the theoretical value of a warrant and to learn how different factors affect the theoretical value of a warrant. All factors that may affect the actual price of a warrant may not be included in the model. The warrant calculator assumes the warrant is European Style only.

The Warrants Calculator is only intended for the purposes of education and reference and do not constitute an offer, a solicitation of an offer, or any advice or recommendation to conclude or participate in any transaction, or provide any investment advice or service.

Warrants Calculator

Simulated Results

  • Underlying Price
    41,858.91
  • Underlying Change
    -0.00%
  • Delta
    6.63%
  • Warrant Price
    0.010
  • Warrant Change
    0.00%
  • Effective Gearing26.5X
  • Theta
    -11.342%
  • Vega
    14.470%
  •   
Underlying PriceImplied Volatility
28.53%30.12%31.70%33.28%34.87%
41258.910.0090.0090.0100.0100.010
41358.910.0090.0090.0100.0100.010
41458.910.0090.0090.0100.0100.010
41558.910.0090.0100.0100.0100.010
41658.910.0090.0100.0100.0100.010
41758.910.0090.0100.0100.0100.011
41858.910.0090.0100.0100.0100.011
41958.910.0100.0100.0100.0100.011
42058.910.0100.0100.0100.0110.011
42158.910.0100.0100.0100.0110.011