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Non-collateralized Nature of Structured Products

Warrants Calculator

Home   /   Warrants   /   Warrants Speedy Check   /   Warrants Calculator

Warrants Calculator

16237 MBPOMRT@EC2511A

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
    260.6
  • Underlying Change
    0.00%
  • Delta
    53.99%
  • Warrant Price
    0.465
  • Warrant Change
    0.00%
  • Effective Gearing3.0X
  • Theta
    -0.529%
  • Vega
    1.482%
  •   
Underlying PriceImplied Volatility
72.50%76.52%80.55%84.58%88.61%
259.400.4030.4310.4590.4860.514
259.600.4040.4320.4600.4880.515
259.800.4050.4330.4610.4890.516
260.000.4060.4340.4620.4900.518
260.200.4070.4350.4630.4910.519
260.400.4080.4360.4640.4920.520
260.600.4090.4370.4650.4930.521
260.800.4100.4380.4660.4940.522
261.000.4110.4390.4670.4950.523
261.200.4120.4400.4680.4960.524