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

Warrants Calculator

Home   /   Warrants   /   Warrants Speedy Check   /   Warrants Calculator

Warrants Calculator

15598 DSSPDRG@EC2512A

Call / Underlying: 2840 SPDR GOLD TRUST

0.236 +0.013 (+5.83%)

  • Day High0.240
  • Day Low0.235
  • Open0.238
  • Last Close0.223
  • Turnover
    ($K)
    3,157
  • Volume
    (K)
    13,285
Last Update: 12-06-2025 13:10 (15 mins delayed)
Bid*
0.236
Ask*
0.237
0.001
Underlying* 2,437.00 +20.00
*15 mins delayed
Created with Highstock 4.2.509:3110:0011:0012/130.2250.230.2350.240.24524382440244224442446
Warrants Price
Underlying Price
Listing Date
07-04-2025
Today
12-06-2025
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
    2,436.7
  • Underlying Change
    -0.01%
  • Delta
    39.97%
  • Warrant Price
    0.236
  • Warrant Change
    0.00%
  • Effective Gearing8.3X
  • Theta
    -0.564%
  • Vega
    5.869%
  •   
Underlying PriceImplied Volatility
22.54%23.80%25.05%26.30%27.56%
2376.700.1580.1750.1910.2080.224
2386.700.1650.1820.1980.2150.232
2396.700.1720.1890.2050.2220.239
2406.700.1790.1960.2130.2300.247
2416.700.1860.2030.2200.2380.255
2426.700.1930.2110.2280.2460.263
2436.700.2010.2180.2360.2540.272
2446.700.2090.2260.2440.2620.280
2456.700.2170.2340.2520.2700.288
2466.700.2250.2430.2610.2790.297