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Non-collateralized Nature of Structured Products

Warrants Calculator

Home   /   Warrants   /   Warrants Speedy Check   /   Warrants Calculator

Warrants Calculator

16248 HS-LINK@EC2509A

Call / Underlying: 0823 LINK REIT

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
    42.55
  • Underlying Change
    0.00%
  • Delta
    40.74%
  • Warrant Price
    0.365
  • Warrant Change
    0.00%
  • Effective Gearing9.5X
  • Theta
    -1.184%
  • Vega
    4.464%
  •   
Underlying PriceImplied Volatility
28.93%30.54%32.15%33.76%35.37%
42.250.2900.3150.3410.3670.393
42.300.2930.3190.3450.3710.397
42.350.2970.3230.3490.3750.401
42.400.3010.3270.3530.3790.405
42.450.3050.3310.3570.3830.410
42.500.3090.3350.3610.3870.414
42.550.3120.3390.3650.3910.418
42.600.3160.3430.3690.3960.422
42.650.3200.3470.3730.4000.427
42.700.3240.3510.3770.4040.431