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Non-collateralized Nature of Structured Products

Warrants Calculator

Home   /   Warrants   /   Warrants Speedy Check   /   Warrants Calculator

Warrants Calculator

16108 UB-NTES@EC2510A

Call / Underlying: 9999 NTES-S

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
    206.6
  • Underlying Change
    0.00%
  • Delta
    72.29%
  • Warrant Price
    0.320
  • Warrant Change
    0.00%
  • Effective Gearing4.6X
  • Theta
    -0.391%
  • Vega
    1.132%
  •   
Underlying PriceImplied Volatility
42.08%44.41%46.75%49.09%51.42%
205.400.2940.3030.3110.3200.329
205.600.2960.3040.3130.3210.330
205.800.2970.3060.3140.3230.332
206.000.2990.3070.3160.3240.333
206.200.3000.3090.3170.3260.334
206.400.3020.3100.3190.3270.336
206.600.3030.3120.3200.3290.337
206.800.3050.3130.3210.3300.339
207.000.3060.3140.3230.3310.340
207.200.3080.3160.3240.3330.341