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Non-collateralized Nature of Structured Products

Warrants Calculator

Home   /   Warrants   /   Warrants Speedy Check   /   Warrants Calculator

Warrants Calculator

13192 CIHUAHO@EC2509A

Call / Underlying: 1347 HUA HONG SEMI

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
    35.3
  • Underlying Change
    0.00%
  • Delta
    43.19%
  • Warrant Price
    0.056
  • Warrant Change
    0.00%
  • Effective Gearing5.4X
  • Theta
    -1.223%
  • Vega
    2.383%
  •   
Underlying PriceImplied Volatility
54.45%57.48%60.50%63.52%66.55%
35.000.0450.0490.0530.0570.061
35.050.0460.0500.0540.0580.062
35.100.0460.0500.0540.0580.062
35.150.0470.0510.0550.0590.063
35.200.0470.0510.0550.0590.063
35.250.0480.0520.0560.0600.064
35.300.0480.0520.0560.0600.064
35.350.0480.0520.0560.0610.065
35.400.0490.0530.0570.0610.065
35.450.0490.0530.0570.0610.065