Home   /   Warrants   /   Warrants Speedy Check   /   Warrants Calculator
Non-collateralized Nature of Structured Products

Warrants Calculator

Home   /   Warrants   /   Warrants Speedy Check   /   Warrants Calculator

Warrants Calculator

13220 GJXIAMI@EC2612A

Call / Underlying: 1810 Xiaomi

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
    57.1
  • Underlying Change
    0.00%
  • Delta
    84.75%
  • Warrant Price
    0.520
  • Warrant Change
    0.00%
  • Effective Gearing1.9X
  • Theta
    -0.058%
  • Vega
    0.633%
  •   
Underlying PriceImplied Volatility
52.29%55.19%58.10%61.00%63.91%
56.800.4960.5060.5150.5240.534
56.850.4970.5060.5160.5250.535
56.900.4980.5070.5170.5260.536
56.950.4990.5080.5170.5270.537
57.000.5000.5090.5180.5280.537
57.050.5010.5100.5190.5290.538
57.100.5020.5110.5200.5290.539
57.150.5020.5120.5210.5300.540
57.200.5030.5120.5220.5310.541
57.250.5040.5130.5230.5320.542