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Non-collateralized Nature of Structured Products

Warrants Calculator

Home   /   Warrants   /   Warrants Speedy Check   /   Warrants Calculator

Warrants Calculator

13098 UBTENCT@EC2508B

Call / Underlying: 0700 TENCENT

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
    512
  • Underlying Change
    0.00%
  • Delta
    55.87%
  • Warrant Price
    0.310
  • Warrant Change
    0.00%
  • Effective Gearing9.2X
  • Theta
    -0.940%
  • Vega
    2.847%
  •   
Underlying PriceImplied Volatility
28.57%30.16%31.75%33.34%34.92%
509.000.2650.2790.2930.3080.322
509.500.2680.2820.2960.3100.324
510.000.2710.2850.2990.3130.327
510.500.2740.2880.3020.3160.330
511.000.2760.2900.3040.3180.333
511.500.2790.2930.3070.3210.335
512.000.2820.2960.3100.3240.338
512.500.2850.2990.3130.3270.341
513.000.2880.3020.3160.3300.344
513.500.2900.3040.3180.3320.347