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Non-collateralized Nature of Structured Products

Warrants Calculator

Home   /   Warrants   /   Warrants Speedy Check   /   Warrants Calculator

Warrants Calculator

16036 MBSPDRG@EC2605A

Call / Underlying: 2840 SPDR GOLD TRUST

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
    2,407.8
  • Underlying Change
    -0.01%
  • Delta
    23.75%
  • Warrant Price
    0.139
  • Warrant Change
    0.00%
  • Effective Gearing8.2X
  • Theta
    -0.590%
  • Vega
    9.152%
  •   
Underlying PriceImplied Volatility
21.73%22.94%24.15%25.36%26.57%
2347.800.0830.0970.1120.1280.145
2357.800.0860.1010.1170.1330.150
2367.800.0900.1050.1210.1370.154
2377.800.0940.1090.1250.1420.159
2387.800.0980.1130.1300.1470.164
2397.800.1020.1180.1340.1520.170
2407.800.1060.1220.1390.1570.175
2417.800.1100.1260.1440.1620.180
2427.800.1140.1310.1490.1670.186
2437.800.1190.1360.1540.1720.191