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Non-collateralized Nature of Structured Products

Warrants Calculator

Home   /   Warrants   /   Warrants Speedy Check   /   Warrants Calculator

Warrants Calculator

16322 JPZHJIN@EC2511B

Call / Underlying: 1818 ZHAOJIN MINING

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
    20.55
  • Underlying Change
    0.00%
  • Delta
    25.22%
  • Warrant Price
    0.113
  • Warrant Change
    0.00%
  • Effective Gearing4.6X
  • Theta
    -1.407%
  • Vega
    3.426%
  •   
Underlying PriceImplied Volatility
67.01%70.73%74.45%78.17%81.90%
20.250.0780.0920.1060.1200.135
20.300.0790.0930.1070.1210.136
20.350.0810.0940.1080.1230.138
20.400.0820.0950.1090.1240.139
20.450.0830.0960.1100.1250.141
20.500.0840.0970.1120.1270.142
20.550.0850.0990.1130.1280.143
20.600.0860.1000.1140.1290.145
20.650.0870.1010.1160.1310.146
20.700.0880.1020.1170.1320.148