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Non-collateralized Nature of Structured Products

Warrants Calculator

Home   /   Warrants   /   Warrants Speedy Check   /   Warrants Calculator

Warrants Calculator

16345 BI-HSBC@EC2512A

Call / Underlying: 0005 HSBC HOLDINGS

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
    77.87%
  • Warrant Price
    0.218
  • Warrant Change
    0.00%
  • Effective Gearing6.7X
  • Theta
    -0.217%
  • Vega
    1.613%
  •   
Underlying PriceImplied Volatility
21.78%22.99%24.20%25.41%26.62%
96.900.2040.2090.2130.2180.223
96.950.2050.2100.2140.2190.224
97.000.2060.2100.2150.2200.224
97.050.2070.2110.2160.2200.225
97.100.2070.2120.2160.2210.226
97.150.2080.2130.2170.2220.227
97.200.2090.2130.2180.2230.227
97.250.2100.2140.2190.2230.228
97.300.2110.2150.2200.2240.229
97.350.2110.2160.2200.2250.230