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Non-collateralized Nature of Structured Products

Warrants Calculator

Home   /   Warrants   /   Warrants Speedy Check   /   Warrants Calculator

Warrants Calculator

15835 BICLIFE@EC2511B

Call / Underlying: 2628 CHINA LIFE

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
    17.02
  • Underlying Change
    0.00%
  • Delta
    73.44%
  • Warrant Price
    0.520
  • Warrant Change
    0.00%
  • Effective Gearing4.5X
  • Theta
    -0.235%
  • Vega
    1.258%
  •   
Underlying PriceImplied Volatility
37.08%39.14%41.20%43.26%45.32%
16.900.4710.4870.5020.5190.535
16.920.4740.4900.5050.5210.538
16.940.4770.4920.5080.5240.540
16.960.4800.4950.5110.5270.543
16.980.4830.4980.5140.5300.546
17.000.4860.5010.5170.5330.549
17.020.4890.5040.5200.5360.552
17.040.4920.5070.5230.5390.555
17.060.4950.5100.5260.5420.558
17.080.4980.5130.5290.5450.561