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Non-collateralized Nature of Structured Products

Warrants Calculator

Home   /   Warrants   /   Warrants Speedy Check   /   Warrants Calculator

Warrants Calculator

10541 UB-DJIA@EC2509A

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
    44,023.33
  • Underlying Change
    0.00%
  • Delta
    27.21%
  • Warrant Price
    0.053
  • Warrant Change
    0.00%
  • Effective Gearing22.8X
  • Theta
    -2.268%
  • Vega
    11.730%
  •   
Underlying PriceImplied Volatility
15.62%16.48%17.35%18.22%19.09%
43423.330.0500.0510.0510.0520.052
43523.330.0500.0510.0510.0520.053
43623.330.0500.0510.0520.0520.053
43723.330.0510.0510.0520.0530.053
43823.330.0510.0520.0520.0530.054
43923.330.0510.0520.0530.0530.054
44023.330.0520.0520.0530.0540.054
44123.330.0520.0530.0530.0540.055
44223.330.0520.0530.0540.0540.055
44323.330.0530.0530.0540.0550.056