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

Warrants Calculator

Home   /   Warrants   /   Warrants Speedy Check   /   Warrants Calculator

Warrants Calculator

15370 UB-BYD @EC2509B

Call / Underlying: 1211 BYD COMPANY

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
    122.5
  • Underlying Change
    0.00%
  • Delta
    3.39%
  • Warrant Price
    0.011
  • Warrant Change
    0.00%
  • Effective Gearing11.3X
  • Theta
    -6.891%
  • Vega
    10.285%
  •   
Underlying PriceImplied Volatility
52.56%55.48%58.40%61.32%64.24%
121.900.0050.0070.0100.0140.018
122.000.0050.0080.0110.0140.018
122.100.0050.0080.0110.0140.018
122.200.0050.0080.0110.0140.019
122.300.0050.0080.0110.0140.019
122.400.0050.0080.0110.0150.019
122.500.0060.0080.0110.0150.019
122.600.0060.0080.0110.0150.019
122.700.0060.0080.0110.0150.019
122.800.0060.0080.0110.0150.019