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Non-collateralized Nature of Structured Products

Warrants Calculator

Home   /   Warrants   /   Warrants Speedy Check   /   Warrants Calculator

Warrants Calculator

15265 CI-SMIC@EC2509A

Call / Underlying: 0981 SMIC

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
    41.84
  • Underlying Change
    -0.02%
  • Delta
    23.47%
  • Warrant Price
    0.033
  • Warrant Change
    0.00%
  • Effective Gearing6.0X
  • Theta
    -1.510%
  • Vega
    4.447%
  •   
Underlying PriceImplied Volatility
51.75%54.62%57.50%60.38%63.25%
41.540.0240.0270.0320.0360.040
41.590.0240.0280.0320.0360.041
41.640.0240.0280.0320.0360.041
41.690.0240.0280.0320.0370.041
41.740.0240.0280.0330.0370.041
41.790.0250.0290.0330.0370.042
41.840.0250.0290.0330.0370.042
41.890.0250.0290.0330.0380.042
41.940.0250.0290.0330.0380.042
41.990.0250.0290.0340.0380.043