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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
    15.06
  • Underlying Change
    0.00%
  • Delta
    48.41%
  • Warrant Price
    0.176
  • Warrant Change
    0.00%
  • Effective Gearing4.1X
  • Theta
    -0.389%
  • Vega
    2.786%
  •   
Underlying PriceImplied Volatility
41.58%43.89%46.20%48.51%50.82%
14.940.1470.1590.1700.1820.193
14.960.1480.1600.1710.1830.194
14.980.1490.1610.1720.1840.195
15.000.1500.1620.1730.1850.196
15.020.1510.1630.1740.1860.197
15.040.1520.1640.1750.1870.198
15.060.1530.1640.1760.1880.199
15.080.1540.1650.1770.1890.200
15.100.1550.1660.1780.1900.201
15.120.1560.1670.1790.1910.202