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Non-collateralized Nature of Structured Products

Warrants Calculator

Home   /   Warrants   /   Warrants Speedy Check   /   Warrants Calculator

Warrants Calculator

16181 HUPOMRT@EC2601A

Call / Underlying: 9992 POP MART

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
    259.2
  • Underlying Change
    0.00%
  • Delta
    51.28%
  • Warrant Price
    0.435
  • Warrant Change
    0.00%
  • Effective Gearing3.1X
  • Theta
    -0.541%
  • Vega
    1.636%
  •   
Underlying PriceImplied Volatility
71.32%75.29%79.25%83.21%87.17%
258.000.3720.4010.4290.4570.486
258.200.3730.4020.4300.4580.487
258.400.3740.4030.4310.4590.488
258.600.3750.4040.4320.4600.489
258.800.3760.4050.4330.4610.490
259.000.3770.4060.4340.4620.491
259.200.3780.4070.4350.4630.492
259.400.3790.4080.4360.4650.493
259.600.3800.4090.4370.4660.494
259.800.3810.4100.4380.4670.495