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Non-collateralized Nature of Structured Products

Warrants Calculator

Home   /   Warrants   /   Warrants Speedy Check   /   Warrants Calculator

Warrants Calculator

10567 HS-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
    19.01%
  • Warrant Price
    0.030
  • Warrant Change
    0.00%
  • Effective Gearing28.0X
  • Theta
    -2.937%
  • Vega
    16.788%
  •   
Underlying PriceImplied Volatility
14.04%14.82%15.60%16.38%17.16%
43423.330.0280.0280.0290.0290.030
43523.330.0280.0290.0290.0290.030
43623.330.0280.0290.0290.0300.030
43723.330.0280.0290.0290.0300.030
43823.330.0290.0290.0300.0300.031
43923.330.0290.0290.0300.0300.031
44023.330.0290.0300.0300.0310.031
44123.330.0290.0300.0300.0310.031
44223.330.0290.0300.0310.0310.032
44323.330.0300.0300.0310.0310.032