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Non-collateralized Nature of Structured Products

Warrants Calculator

Home   /   Warrants   /   Warrants Speedy Check   /   Warrants Calculator

Warrants Calculator

15798 UB-AIA @EC2510B

Call / Underlying: 1299 AIA

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
    68.16
  • Underlying Change
    0.01%
  • Delta
    29.28%
  • Warrant Price
    0.175
  • Warrant Change
    0.00%
  • Effective Gearing10.8X
  • Theta
    -1.718%
  • Vega
    5.890%
  •   
Underlying PriceImplied Volatility
30.42%32.11%33.80%35.49%37.18%
67.860.1290.1480.1660.1850.205
67.910.1310.1490.1680.1870.206
67.960.1320.1500.1690.1880.208
68.010.1330.1520.1710.1900.209
68.060.1350.1530.1720.1910.211
68.110.1360.1550.1740.1930.213
68.160.1370.1560.1750.1940.214
68.210.1390.1570.1760.1960.216
68.260.1400.1590.1780.1970.217
68.310.1410.1600.1790.1990.219