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Non-collateralized Nature of Structured Products

Warrants Calculator

Home   /   Warrants   /   Warrants Speedy Check   /   Warrants Calculator

Warrants Calculator

15831 BI-BYD @EC2510B

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
    137.8
  • Underlying Change
    0.00%
  • Delta
    46.31%
  • Warrant Price
    0.375
  • Warrant Change
    0.00%
  • Effective Gearing5.1X
  • Theta
    -0.693%
  • Vega
    2.710%
  •   
Underlying PriceImplied Volatility
43.78%46.22%48.65%51.08%53.52%
137.200.3170.3420.3670.3920.416
137.300.3190.3430.3680.3930.418
137.400.3200.3450.3690.3940.419
137.500.3210.3460.3710.3960.421
137.600.3230.3470.3720.3970.422
137.700.3240.3490.3740.3990.423
137.800.3250.3500.3750.4000.425
137.900.3270.3510.3760.4010.426
138.000.3280.3530.3780.4030.428
138.100.3290.3540.3790.4040.429