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Non-collateralized Nature of Structured Products

Warrants Calculator

Home   /   Warrants   /   Warrants Speedy Check   /   Warrants Calculator

Warrants Calculator

14383 BIXIAMI@EC2606A

Call / Underlying: 1810 Xiaomi

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
    57.7
  • Underlying Change
    0.00%
  • Delta
    40.86%
  • Warrant Price
    0.125
  • Warrant Change
    0.00%
  • Effective Gearing3.8X
  • Theta
    -0.367%
  • Vega
    3.395%
  •   
Underlying PriceImplied Volatility
43.02%45.41%47.80%50.19%52.58%
57.400.1020.1120.1230.1330.144
57.450.1020.1130.1230.1330.144
57.500.1030.1130.1230.1340.145
57.550.1030.1130.1240.1340.145
57.600.1030.1140.1240.1350.145
57.650.1040.1140.1250.1350.146
57.700.1040.1140.1250.1360.146
57.750.1040.1150.1250.1360.147
57.800.1050.1150.1260.1360.147
57.850.1050.1160.1260.1370.148