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Non-collateralized Nature of Structured Products

Warrants Calculator

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Warrants Calculator

15598 DSSPDRG@EC2512A

Call / Underlying: 2840 SPDR GOLD TRUST

0.220 +0.005 (+2.33%)

  • Day High0.220
  • Day Low0.213
  • Open0.216
  • Last Close0.215
  • Turnover
    ($K)
    3,772
  • Volume
    (K)
    17,305
Last Update: 11-06-2025 12:05 (15 mins delayed)
Bid*
0.217
Ask*
0.221
0.001
Underlying* 2,416.00 +8.00
*15 mins delayed
Created with Highstock 4.2.509:3110:0011:0012/130.2140.2160.2180.220.22224102415242024252430
Warrants Price
Underlying Price
Listing Date
07-04-2025
Today
11-06-2025
Last Trading Date
22-12-2025
Maturity Date
31-12-2025

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
    2,415.6
  • Underlying Change
    -0.02%
  • Delta
    38.32%
  • Warrant Price
    0.220
  • Warrant Change
    0.00%
  • Effective Gearing8.4X
  • Theta
    -0.587%
  • Vega
    6.120%
  •   
Underlying PriceImplied Volatility
22.63%23.89%25.15%26.41%27.66%
2355.600.1450.1610.1770.1930.210
2365.600.1510.1670.1840.2000.217
2375.600.1580.1740.1910.2070.224
2385.600.1640.1810.1980.2150.232
2395.600.1710.1880.2050.2220.239
2405.600.1780.1950.2120.2300.247
2415.600.1850.2030.2200.2370.255
2425.600.1930.2100.2280.2450.263
2435.600.2000.2180.2360.2530.271
2445.600.2080.2260.2440.2620.280