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Non-collateralized Nature of Structured Products

Warrants Calculator

Home   /   Warrants   /   Warrants Speedy Check   /   Warrants Calculator

Warrants Calculator

14755 SG-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
    24,221.14
  • Underlying Change
    -0.00%
  • Delta
    -25.40%
  • Warrant Price
    0.037
  • Warrant Change
    0.00%
  • Effective Gearing16.6X
  • Theta
    -2.361%
  • Vega
    8.467%
  •   
Underlying PriceImplied Volatility
21.51%22.71%23.90%25.09%26.29%
23621.140.0470.0510.0550.0590.063
23721.140.0430.0470.0510.0550.060
23821.140.0400.0440.0480.0520.056
23921.140.0370.0410.0450.0490.053
24021.140.0350.0390.0420.0460.050
24121.140.0320.0360.0400.0430.047
24221.140.0300.0330.0370.0410.044
24321.140.0280.0310.0350.0380.042
24421.140.0250.0290.0320.0360.039
24521.140.0240.0270.0300.0330.037