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Non-collateralized Nature of Structured Products

Warrants Calculator

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Warrants Calculator

16325 BP-HSBC@EC2512A

Call / Underlying: 0005 HSBC HOLDINGS

0.220 - (-%)

  • Day High0.226
  • Day Low0.220
  • Open0.226
  • Last Close0.220
  • Turnover
    ($K)
    240
  • Volume
    (K)
    1,086
Last Update: 16-07-2025 16:20 (15 mins delayed)
Bid*
0.214
Ask*
0.221
0.001
Underlying* 97.20 -0.45
*15 mins delayed

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
    97.2
  • Underlying Change
    0.00%
  • Delta
    77.50%
  • Warrant Price
    0.220
  • Warrant Change
    0.00%
  • Effective Gearing6.6X
  • Theta
    -0.220%
  • Vega
    1.612%
  •   
Underlying PriceImplied Volatility
22.23%23.46%24.70%25.93%27.17%
96.900.2060.2110.2150.2200.225
96.950.2070.2110.2160.2210.226
97.000.2080.2120.2170.2220.227
97.050.2080.2130.2180.2220.227
97.100.2090.2140.2180.2230.228
97.150.2100.2150.2190.2240.229
97.200.2110.2150.2200.2250.230
97.250.2120.2160.2210.2260.230
97.300.2120.2170.2220.2260.231
97.350.2130.2180.2220.2270.232