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

Warrants Calculator

Home   /   Warrants   /   Warrants Speedy Check   /   Warrants Calculator

Warrants Calculator

14982 MSTENCT@EC2508I

Call / Underlying: 0700 TENCENT

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
    509.5
  • Underlying Change
    0.00%
  • Delta
    6.97%
  • Warrant Price
    0.022
  • Warrant Change
    0.00%
  • Effective Gearing16.2X
  • Theta
    -5.542%
  • Vega
    12.368%
  •   
Underlying PriceImplied Volatility
32.85%34.67%36.50%38.32%40.15%
506.500.0120.0160.0200.0250.030
507.000.0120.0160.0200.0250.031
507.500.0120.0160.0210.0260.031
508.000.0130.0160.0210.0260.032
508.500.0130.0170.0210.0260.032
509.000.0130.0170.0220.0270.033
509.500.0130.0170.0220.0270.033
510.000.0130.0180.0220.0280.034
510.500.0140.0180.0230.0280.034
511.000.0140.0180.0230.0290.035