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Non-collateralized Nature of Structured Products

Warrants Calculator

Home   /   Warrants   /   Warrants Speedy Check   /   Warrants Calculator

Warrants Calculator

15581 HSCNOOC@EP2512A

Put / Underlying: 0883 CNOOC

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
    18.08
  • Underlying Change
    0.00%
  • Delta
    -14.35%
  • Warrant Price
    0.084
  • Warrant Change
    0.00%
  • Effective Gearing8.3X
  • Theta
    -1.027%
  • Vega
    9.803%
  •   
Underlying PriceImplied Volatility
26.86%28.36%29.85%31.34%32.84%
17.960.0710.0790.0880.0960.106
17.980.0700.0780.0870.0960.105
18.000.0700.0780.0860.0950.104
18.020.0690.0770.0860.0950.104
18.040.0690.0770.0850.0940.103
18.060.0680.0760.0850.0930.102
18.080.0680.0760.0840.0930.102
18.100.0670.0750.0830.0920.101
18.120.0670.0750.0830.0910.100
18.140.0660.0740.0820.0910.100