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Non-collateralized Nature of Structured Products

Warrants Calculator

Home   /   Warrants   /   Warrants Speedy Check   /   Warrants Calculator

Warrants Calculator

16204 MBSDGLD@EC2510A

Call / Underlying: 1787 SD GOLD

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
    26.84
  • Underlying Change
    -0.04%
  • Delta
    33.49%
  • Warrant Price
    0.183
  • Warrant Change
    0.00%
  • Effective Gearing4.9X
  • Theta
    -1.181%
  • Vega
    3.035%
  •   
Underlying PriceImplied Volatility
58.09%61.32%64.55%67.78%71.00%
26.540.1380.1560.1730.1910.209
26.590.1400.1570.1750.1930.211
26.640.1410.1590.1760.1940.213
26.690.1430.1600.1780.1960.214
26.740.1440.1620.1800.1980.216
26.790.1460.1630.1810.2000.218
26.840.1470.1650.1830.2010.220
26.890.1490.1670.1850.2030.222
26.940.1500.1680.1860.2050.223
26.990.1520.1700.1880.2070.225