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Non-collateralized Nature of Structured Products

Warrants Calculator

Home   /   Warrants   /   Warrants Speedy Check   /   Warrants Calculator

Warrants Calculator

16101 CT-HSI @EC2510A

Call / Underlying: HSI HANG SENG INDEX

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
    24,464.41
  • Underlying Change
    0.00%
  • Delta
    77.03%
  • Warrant Price
    0.143
  • Warrant Change
    0.00%
  • Effective Gearing7.9X
  • Theta
    -0.301%
  • Vega
    1.719%
  •   
Underlying PriceImplied Volatility
20.65%21.80%22.95%24.10%25.24%
23864.410.1100.1130.1160.1190.122
23964.410.1140.1170.1200.1240.127
24064.410.1190.1220.1250.1280.131
24164.410.1230.1260.1290.1320.135
24264.410.1280.1310.1340.1370.140
24364.410.1330.1360.1380.1410.144
24464.410.1380.1400.1430.1460.149
24564.410.1420.1450.1480.1500.153
24664.410.1470.1500.1520.1550.158
24764.410.1520.1550.1570.1600.163