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Non-collateralized Nature of Structured Products

Warrants Calculator

Home   /   Warrants   /   Warrants Speedy Check   /   Warrants Calculator

Warrants Calculator

14241 GJ-HSI @EC2509A

Call / 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
    24,284.42
  • Underlying Change
    0.00%
  • Delta
    40.53%
  • Warrant Price
    0.068
  • Warrant Change
    0.00%
  • Effective Gearing14.8X
  • Theta
    -1.134%
  • Vega
    7.016%
  •   
Underlying PriceImplied Volatility
17.82%18.81%19.80%20.79%21.78%
23684.420.0370.0410.0450.0500.054
23784.420.0400.0440.0490.0530.058
23884.420.0430.0480.0520.0570.062
23984.420.0460.0510.0560.0610.066
24084.420.0500.0550.0600.0650.070
24184.420.0540.0590.0640.0690.074
24284.420.0580.0630.0680.0730.078
24384.420.0620.0670.0720.0770.083
24484.420.0670.0720.0770.0820.087
24584.420.0710.0760.0820.0870.092