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Non-collateralized Nature of Structured Products

Warrants Calculator

Home   /   Warrants   /   Warrants Speedy Check   /   Warrants Calculator

Warrants Calculator

13133 JPKUASO@EC2508A

Call / Underlying: 1024 KUAISHOU TECHNOLOGY

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
    62.2
  • Underlying Change
    0.00%
  • Delta
    96.29%
  • Warrant Price
    0.450
  • Warrant Change
    0.00%
  • Effective Gearing2.7X
  • Theta
    -0.075%
  • Vega
    0.093%
  •   
Underlying PriceImplied Volatility
58.55%61.80%65.05%68.30%71.55%
61.900.4420.4430.4440.4460.447
61.950.4430.4440.4450.4470.448
62.000.4440.4450.4460.4480.449
62.050.4450.4460.4470.4490.450
62.100.4460.4470.4480.4500.451
62.150.4470.4480.4490.4500.452
62.200.4480.4490.4500.4510.453
62.250.4490.4500.4510.4520.454
62.300.4500.4510.4520.4530.455
62.350.4510.4520.4530.4540.456