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Non-collateralized Nature of Structured Products

Warrants Calculator

Home   /   Warrants   /   Warrants Speedy Check   /   Warrants Calculator

Warrants Calculator

13362 MS-HSI @EP2507A

Put / Underlying: HSI HANG SENG INDEX

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
    24,787.75
  • Underlying Change
    0.00%
  • Delta
    -2.21%
  • Warrant Price
    0.011
  • Warrant Change
    0.00%
  • Effective Gearing13.3X
  • Theta
    -29.648%
  • Vega
    6.223%
  •   
Underlying PriceImplied Volatility
86.85%91.67%96.50%101.33%106.15%
24187.750.0080.0110.0150.0200.025
24287.750.0080.0110.0140.0190.024
24387.750.0070.0100.0140.0180.023
24487.750.0070.0100.0130.0170.022
24587.750.0060.0090.0120.0160.021
24687.750.0060.0080.0120.0150.020
24787.750.0060.0080.0110.0150.019
24887.750.0050.0080.0100.0140.018
24987.750.0050.0070.0100.0130.017
25087.750.0050.0070.0090.0130.016