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Non-collateralized Nature of Structured Products

Warrants Calculator

Home   /   Warrants   /   Warrants Speedy Check   /   Warrants Calculator

Warrants Calculator

13049 MBPINAN@EC2602A

Call / Underlying: 2318 PING AN

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
    48.8
  • Underlying Change
    0.00%
  • Delta
    27.63%
  • Warrant Price
    0.235
  • Warrant Change
    0.00%
  • Effective Gearing5.3X
  • Theta
    -0.720%
  • Vega
    4.851%
  •   
Underlying PriceImplied Volatility
42.26%44.60%46.95%49.30%51.65%
48.500.1680.1970.2270.2580.290
48.550.1690.1980.2280.2590.291
48.600.1700.1990.2300.2610.293
48.650.1710.2010.2310.2620.294
48.700.1720.2020.2320.2640.296
48.750.1740.2030.2340.2650.297
48.800.1750.2040.2350.2670.299
48.850.1760.2060.2360.2680.300
48.900.1770.2070.2380.2690.302
48.950.1780.2080.2390.2710.303