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Non-collateralized Nature of Structured Products

Warrants Calculator

Home   /   Warrants   /   Warrants Speedy Check   /   Warrants Calculator

Warrants Calculator

14966 JPMIDEA@EC2511A

Call / Underlying: 0300 Midea Group

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
    77.8
  • Underlying Change
    0.00%
  • Delta
    38.03%
  • Warrant Price
    0.123
  • Warrant Change
    0.00%
  • Effective Gearing4.8X
  • Theta
    -0.986%
  • Vega
    2.815%
  •   
Underlying PriceImplied Volatility
54.77%57.81%60.85%63.89%66.94%
77.500.1000.1100.1210.1310.142
77.550.1000.1110.1210.1320.143
77.600.1010.1110.1210.1320.143
77.650.1010.1110.1220.1330.143
77.700.1010.1120.1220.1330.144
77.750.1020.1120.1230.1330.144
77.800.1020.1120.1230.1340.145
77.850.1020.1130.1230.1340.145
77.900.1030.1130.1240.1350.145
77.950.1030.1130.1240.1350.146