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Non-collateralized Nature of Structured Products

Warrants Calculator

Home   /   Warrants   /   Warrants Speedy Check   /   Warrants Calculator

Warrants Calculator

15853 UB-BYD @EC2508F

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
    418.2
  • Underlying Change
    0.00%
  • Delta
    41.62%
  • Warrant Price
    0.265
  • Warrant Change
    0.00%
  • Effective Gearing6.3X
  • Theta
    -1.125%
  • Vega
    2.935%
  •   
Underlying PriceImplied Volatility
45.36%47.88%50.40%52.92%55.44%
417.000.2180.2390.2600.2810.302
417.200.2190.2400.2610.2820.303
417.400.2200.2410.2620.2830.304
417.600.2210.2420.2630.2840.305
417.800.2220.2420.2630.2840.305
418.000.2220.2430.2640.2850.306
418.200.2230.2440.2650.2860.307
418.400.2240.2450.2660.2870.308
418.600.2250.2460.2670.2880.309
418.800.2260.2460.2680.2890.310