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Non-collateralized Nature of Structured Products

Warrants Calculator

Home   /   Warrants   /   Warrants Speedy Check   /   Warrants Calculator

Warrants Calculator

16120 HSZIJIN@EC2601A

Call / Underlying: 2899 ZIJIN MINING

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
    20.4
  • Underlying Change
    0.00%
  • Delta
    54.71%
  • Warrant Price
    0.250
  • Warrant Change
    0.00%
  • Effective Gearing4.4X
  • Theta
    -0.393%
  • Vega
    2.294%
  •   
Underlying PriceImplied Volatility
41.13%43.42%45.70%47.98%50.27%
20.100.2070.2200.2340.2470.261
20.150.2090.2230.2370.2500.263
20.200.2120.2260.2390.2530.266
20.250.2150.2280.2420.2550.269
20.300.2170.2310.2450.2580.272
20.350.2200.2340.2470.2610.274
20.400.2230.2360.2500.2640.277
20.450.2250.2390.2530.2660.280
20.500.2280.2420.2550.2690.283
20.550.2310.2450.2580.2720.286