Home   /   Warrants   /   Warrants Speedy Check   /   Warrants Calculator
Non-collateralized Nature of Structured Products

Warrants Calculator

Home   /   Warrants   /   Warrants Speedy Check   /   Warrants Calculator

Warrants Calculator

14494 UB-HSI @EP2508C

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
    24,658.86
  • Underlying Change
    0.00%
  • Delta
    -7.77%
  • Warrant Price
    0.010
  • Warrant Change
    0.00%
  • Effective Gearing24.1X
  • Theta
    -6.364%
  • Vega
    16.141%
  •   
Underlying PriceImplied Volatility
22.73%23.99%25.25%26.51%27.77%
24058.860.0120.0150.0180.0200.023
24158.860.0110.0140.0160.0190.022
24258.860.0100.0120.0150.0170.020
24358.860.0090.0110.0130.0160.018
24458.860.0080.0100.0120.0140.017
24558.860.0070.0090.0110.0130.016
24658.860.0060.0080.0100.0120.014
24758.860.0060.0070.0090.0110.013
24858.860.0050.0070.0080.0100.012
24958.860.0050.0060.0070.0090.011