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Non-collateralized Nature of Structured Products

Warrants Calculator

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Warrants Calculator

16001 BP-BYD @EC2510C

Call / Underlying: 1211 BYD COMPANY

Listing Date
15-04-2025
Today
16-08-2025
Last Trading Date
26-09-2025
Maturity Date
03-10-2025

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
    112.8
  • Underlying Change
    0.00%
  • Delta
    5.33%
  • Warrant Price
    0.015
  • Warrant Change
    0.00%
  • Effective Gearing12.0X
  • Theta
    -7.400%
  • Vega
    8.918%
  •   
Underlying PriceImplied Volatility
52.07%54.96%57.85%60.74%63.63%
112.200.0080.0110.0140.0180.023
112.300.0080.0110.0140.0180.023
112.400.0080.0110.0140.0180.023
112.500.0080.0110.0150.0190.023
112.600.0080.0110.0150.0190.024
112.700.0080.0110.0150.0190.024
112.800.0080.0110.0150.0190.024
112.900.0080.0110.0150.0190.024
113.000.0090.0120.0150.0200.024
113.100.0090.0120.0150.0200.025