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Non-collateralized Nature of Structured Products

Warrants Calculator

Home   /   Warrants   /   Warrants Speedy Check   /   Warrants Calculator

Warrants Calculator

15155 BPTENCT@EC2508H

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
    517.5
  • Underlying Change
    0.00%
  • Delta
    5.29%
  • Warrant Price
    0.019
  • Warrant Change
    0.00%
  • Effective Gearing14.4X
  • Theta
    -9.442%
  • Vega
    9.412%
  •   
Underlying PriceImplied Volatility
48.91%51.63%54.35%57.07%59.78%
514.500.0100.0130.0170.0220.028
515.000.0100.0130.0180.0230.028
515.500.0100.0140.0180.0230.029
516.000.0100.0140.0180.0230.029
516.500.0100.0140.0180.0240.030
517.000.0100.0140.0190.0240.030
517.500.0110.0140.0190.0240.030
518.000.0110.0150.0190.0250.031
518.500.0110.0150.0200.0250.031
519.000.0110.0150.0200.0250.031