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Non-collateralized Nature of Structured Products

Warrants Calculator

Home   /   Warrants   /   Warrants Speedy Check   /   Warrants Calculator

Warrants Calculator

13954 MBTRAHK@EC2510A

Call / Underlying: 2800 TRACKER FUND

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
    24.8
  • Underlying Change
    0.00%
  • Delta
    21.56%
  • Warrant Price
    0.094
  • Warrant Change
    0.00%
  • Effective Gearing11.4X
  • Theta
    -1.639%
  • Vega
    8.335%
  •   
Underlying PriceImplied Volatility
26.86%28.36%29.85%31.34%32.84%
24.500.0600.0710.0820.0930.105
24.550.0620.0720.0840.0950.108
24.600.0630.0740.0860.0980.110
24.650.0650.0760.0880.1000.112
24.700.0670.0780.0900.1020.114
24.750.0690.0800.0920.1040.117
24.800.0710.0820.0940.1060.119
24.850.0720.0840.0960.1090.122
24.900.0740.0860.0980.1110.124
24.950.0760.0880.1010.1130.127