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Non-collateralized Nature of Structured Products

Warrants Calculator

Home   /   Warrants   /   Warrants Speedy Check   /   Warrants Calculator

Warrants Calculator

16300 MB-JDHI@EC2609A

Call / Underlying: 6618 JD HEALTH

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
    41.2
  • Underlying Change
    0.00%
  • Delta
    66.68%
  • Warrant Price
    0.275
  • Warrant Change
    0.00%
  • Effective Gearing2.0X
  • Theta
    -0.148%
  • Vega
    1.228%
  •   
Underlying PriceImplied Volatility
67.36%71.11%74.85%78.59%82.33%
40.900.2450.2580.2710.2840.296
40.950.2460.2590.2720.2840.297
41.000.2460.2590.2720.2850.298
41.050.2470.2600.2730.2860.299
41.100.2480.2610.2740.2860.299
41.150.2480.2610.2740.2870.300
41.200.2490.2620.2750.2880.301
41.250.2500.2630.2760.2890.301
41.300.2500.2630.2760.2890.302
41.350.2510.2640.2770.2900.303