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Non-collateralized Nature of Structured Products

Warrants Calculator

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Warrants Calculator

16326 SGSPDRG@EC2510A

Call / Underlying: 2840 SPDR GOLD TRUST

0.017 -0.001 (-5.56%)

  • Day HighN/A
  • Day LowN/A
  • OpenN/A
  • Last Close0.018
  • Turnover
    ($K)
    0
  • Volume
    (K)
    0
Last Update: 17-07-2025 16:20 (15 mins delayed)
Bid*
0.015
Ask*
0.017
0.001
Underlying* 2,405.00 -8.00
*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
    2,405.5
  • Underlying Change
    0.02%
  • Delta
    6.04%
  • Warrant Price
    0.017
  • Warrant Change
    0.00%
  • Effective Gearing17.0X
  • Theta
    -3.422%
  • Vega
    16.865%
  •   
Underlying PriceImplied Volatility
24.12%25.46%26.80%28.14%29.48%
2345.500.0060.0080.0110.0140.018
2355.500.0060.0090.0120.0150.019
2365.500.0070.0100.0130.0160.020
2375.500.0080.0100.0140.0170.022
2385.500.0080.0110.0150.0190.023
2395.500.0090.0120.0160.0200.025
2405.500.0100.0130.0170.0210.026
2415.500.0110.0140.0180.0230.028
2425.500.0120.0150.0200.0240.030
2435.500.0130.0160.0210.0260.032