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Non-collateralized Nature of Structured Products

Warrants Calculator

Home   /   Warrants   /   Warrants Speedy Check   /   Warrants Calculator

Warrants Calculator

14347 JP-HSI @EP2508D

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
    24,498.89
  • Underlying Change
    -0.00%
  • Delta
    -9.42%
  • Warrant Price
    0.012
  • Warrant Change
    0.00%
  • Effective Gearing24.3X
  • Theta
    -5.973%
  • Vega
    14.947%
  •   
Underlying PriceImplied Volatility
22.50%23.75%25.00%26.25%27.50%
23898.890.0150.0180.0210.0240.027
23998.890.0140.0160.0190.0220.025
24098.890.0120.0150.0180.0200.023
24198.890.0110.0140.0160.0190.022
24298.890.0100.0120.0150.0170.020
24398.890.0090.0110.0130.0160.018
24498.890.0080.0100.0120.0140.017
24598.890.0070.0090.0110.0130.015
24698.890.0060.0080.0100.0120.014
24798.890.0060.0070.0090.0110.013