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Non-collateralized Nature of Structured Products

Warrants Calculator

Home   /   Warrants   /   Warrants Speedy Check   /   Warrants Calculator

Warrants Calculator

13112 CTALIBA@EC2512A

Call / Underlying: 9988 ALIBABA

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
    113.5
  • Underlying Change
    0.00%
  • Delta
    73.89%
  • Warrant Price
    0.405
  • Warrant Change
    0.00%
  • Effective Gearing4.1X
  • Theta
    -0.248%
  • Vega
    1.218%
  •   
Underlying PriceImplied Volatility
37.26%39.33%41.40%43.47%45.54%
112.900.3760.3860.3960.4060.417
113.000.3780.3880.3980.4080.418
113.100.3790.3890.3990.4090.420
113.200.3810.3910.4010.4110.421
113.300.3820.3920.4020.4120.422
113.400.3840.3930.4040.4140.424
113.500.3850.3950.4050.4150.425
113.600.3870.3960.4060.4170.427
113.700.3880.3980.4080.4180.428
113.800.3900.3990.4090.4200.430