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Non-collateralized Nature of Structured Products

Warrants Calculator

Home   /   Warrants   /   Warrants Speedy Check   /   Warrants Calculator

Warrants Calculator

10570 SG-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
    43,386.68
  • Underlying Change
    -0.00%
  • Delta
    18.83%
  • Warrant Price
    0.032
  • Warrant Change
    0.00%
  • Effective Gearing25.7X
  • Theta
    -2.544%
  • Vega
    15.757%
  •   
Underlying PriceImplied Volatility
13.86%14.63%15.40%16.17%16.94%
42786.680.0300.0300.0310.0310.032
42886.680.0300.0300.0310.0310.032
42986.680.0300.0310.0310.0320.032
43086.680.0300.0310.0310.0320.032
43186.680.0310.0310.0320.0320.033
43286.680.0310.0310.0320.0320.033
43386.680.0310.0310.0320.0330.033
43486.680.0310.0320.0320.0330.033
43586.680.0310.0320.0330.0330.034
43686.680.0320.0320.0330.0330.034