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Non-collateralized Nature of Structured Products

Warrants Calculator

Home   /   Warrants   /   Warrants Speedy Check   /   Warrants Calculator

Warrants Calculator

15466 CTJIANC@EC2603A

Call / Underlying: 0358 JIANGXI COPPER

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
    19.28
  • Underlying Change
    0.00%
  • Delta
    72.84%
  • Warrant Price
    0.415
  • Warrant Change
    0.00%
  • Effective Gearing3.4X
  • Theta
    -0.192%
  • Vega
    1.202%
  •   
Underlying PriceImplied Volatility
41.63%43.94%46.25%48.56%50.88%
19.220.3880.3990.4110.4220.434
19.230.3890.4000.4110.4230.434
19.240.3890.4010.4120.4240.435
19.250.3900.4010.4130.4240.436
19.260.3910.4020.4140.4250.437
19.270.3920.4030.4140.4260.437
19.280.3920.4040.4150.4260.438
19.290.3930.4040.4160.4270.439
19.300.3940.4050.4160.4280.440
19.310.3950.4060.4170.4290.440