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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
    2,400
  • Underlying Change
    0.00%
  • Delta
    21.44%
  • Warrant Price
    0.116
  • Warrant Change
    0.00%
  • Effective Gearing8.9X
  • Theta
    -0.656%
  • Vega
    10.038%
  •   
Underlying PriceImplied Volatility
21.20%22.37%23.55%24.73%25.91%
2340.000.0660.0790.0920.1060.121
2350.000.0690.0820.0960.1100.125
2360.000.0730.0860.1000.1140.130
2370.000.0760.0890.1040.1190.134
2380.000.0790.0930.1080.1230.139
2390.000.0830.0970.1120.1270.143
2400.000.0860.1010.1160.1320.148
2410.000.0900.1050.1200.1360.153
2420.000.0940.1090.1250.1410.158
2430.000.0980.1130.1290.1460.163