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Non-collateralized Nature of Structured Products

Warrants Calculator

Home   /   Warrants   /   Warrants Speedy Check   /   Warrants Calculator

Warrants Calculator

15714 JP-BYD @EC2508D

Call / Underlying: 1211 BYD COMPANY

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
    137.5
  • Underlying Change
    0.00%
  • Delta
    36.69%
  • Warrant Price
    0.208
  • Warrant Change
    0.00%
  • Effective Gearing7.3X
  • Theta
    -1.533%
  • Vega
    3.459%
  •   
Underlying PriceImplied Volatility
43.52%45.93%48.35%50.77%53.19%
136.900.1670.1840.2010.2190.236
137.000.1680.1850.2030.2200.238
137.100.1690.1860.2040.2210.239
137.200.1700.1870.2050.2220.240
137.300.1710.1880.2060.2230.241
137.400.1720.1900.2070.2240.242
137.500.1730.1910.2080.2260.243
137.600.1740.1920.2090.2270.244
137.700.1750.1930.2100.2280.246
137.800.1770.1940.2110.2290.247