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Non-collateralized Nature of Structured Products

Warrants Calculator

Home   /   Warrants   /   Warrants Speedy Check   /   Warrants Calculator

Warrants Calculator

14499 UB-HSI @EC2508C

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
    24,517.78
  • Underlying Change
    0.00%
  • Delta
    78.00%
  • Warrant Price
    0.159
  • Warrant Change
    0.00%
  • Effective Gearing11.3X
  • Theta
    -0.603%
  • Vega
    1.496%
  •   
Underlying PriceImplied Volatility
21.38%22.56%23.75%24.94%26.13%
23917.780.1110.1140.1180.1210.124
24017.780.1180.1210.1240.1270.131
24117.780.1250.1280.1310.1340.137
24217.780.1320.1350.1380.1410.144
24317.780.1390.1420.1450.1480.151
24417.780.1460.1490.1520.1550.158
24517.780.1540.1560.1590.1620.165
24617.780.1610.1640.1660.1690.172
24717.780.1690.1710.1740.1770.179
24817.780.1770.1790.1820.1840.187