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Non-collateralized Nature of Structured Products

Warrants Calculator

Home   /   Warrants   /   Warrants Speedy Check   /   Warrants Calculator

Warrants Calculator

16290 JPMTUAN@EC2510D

Call / Underlying: 3690 MEITUAN-W

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
    124.8
  • Underlying Change
    0.00%
  • Delta
    33.52%
  • Warrant Price
    0.064
  • Warrant Change
    0.00%
  • Effective Gearing6.5X
  • Theta
    -1.347%
  • Vega
    3.685%
  •   
Underlying PriceImplied Volatility
45.36%47.88%50.40%52.92%55.44%
124.200.0500.0560.0620.0680.074
124.300.0510.0560.0620.0680.074
124.400.0510.0570.0630.0690.075
124.500.0510.0570.0630.0690.075
124.600.0520.0570.0630.0690.076
124.700.0520.0580.0640.0700.076
124.800.0520.0580.0640.0700.076
124.900.0520.0580.0640.0700.077
125.000.0530.0590.0650.0710.077
125.100.0530.0590.0650.0710.077