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Non-collateralized Nature of Structured Products

Warrants Calculator

Home   /   Warrants   /   Warrants Speedy Check   /   Warrants Calculator

Warrants Calculator

14162 HU-ZTE @EC2609A

Call / Underlying: 0763 ZTE

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
    23.86
  • Underlying Change
    0.04%
  • Delta
    43.22%
  • Warrant Price
    0.079
  • Warrant Change
    0.00%
  • Effective Gearing2.5X
  • Theta
    -0.312%
  • Vega
    2.299%
  •   
Underlying PriceImplied Volatility
71.69%75.67%79.65%83.63%87.62%
23.560.0600.0680.0760.0850.093
23.610.0610.0690.0770.0850.093
23.660.0610.0690.0770.0860.094
23.710.0610.0690.0780.0860.094
23.760.0620.0700.0780.0860.095
23.810.0620.0700.0790.0870.095
23.860.0630.0710.0790.0870.096
23.910.0630.0710.0790.0880.096
23.960.0630.0720.0800.0880.097
24.010.0640.0720.0800.0890.097