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Non-collateralized Nature of Structured Products

Warrants Calculator

Home   /   Warrants   /   Warrants Speedy Check   /   Warrants Calculator

Warrants Calculator

10680 HS-DJIA@EC2512B

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
    44,459.96
  • Underlying Change
    0.00%
  • Delta
    32.11%
  • Warrant Price
    0.115
  • Warrant Change
    0.00%
  • Effective Gearing13.9X
  • Theta
    -1.030%
  • Vega
    9.127%
  •   
Underlying PriceImplied Volatility
16.07%16.96%17.85%18.74%19.64%
43859.960.1100.1110.1120.1140.115
43959.960.1100.1120.1130.1140.115
44059.960.1110.1120.1130.1150.116
44159.960.1110.1120.1140.1150.116
44259.960.1120.1130.1140.1150.117
44359.960.1120.1130.1150.1160.117
44459.960.1120.1140.1150.1160.118
44559.960.1130.1140.1150.1170.118
44659.960.1130.1150.1160.1170.119
44759.960.1140.1150.1160.1180.119