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Non-collateralized Nature of Structured Products

Warrants Calculator

Home   /   Warrants   /   Warrants Speedy Check   /   Warrants Calculator

Warrants Calculator

16296 MBJDCOM@EC2512A

Call / Underlying: 9618 JDCOM

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
    131.9
  • Underlying Change
    0.00%
  • Delta
    26.65%
  • Warrant Price
    0.147
  • Warrant Change
    0.00%
  • Effective Gearing4.8X
  • Theta
    -0.862%
  • Vega
    4.319%
  •   
Underlying PriceImplied Volatility
50.13%52.91%55.70%58.49%61.27%
131.300.1090.1260.1440.1620.181
131.400.1100.1270.1440.1630.181
131.500.1100.1270.1450.1630.182
131.600.1110.1280.1450.1640.183
131.700.1110.1280.1460.1640.183
131.800.1110.1290.1460.1650.184
131.900.1120.1290.1470.1650.184
132.000.1120.1300.1480.1660.185
132.100.1130.1300.1480.1670.186
132.200.1130.1310.1490.1670.186