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Non-collateralized Nature of Structured Products

Warrants Calculator

Home   /   Warrants   /   Warrants Speedy Check   /   Warrants Calculator

Warrants Calculator

16352 BI-JDL @EC2510A

Call / Underlying: 2618 JD LOGISTICS

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
    13.36
  • Underlying Change
    0.00%
  • Delta
    45.58%
  • Warrant Price
    0.162
  • Warrant Change
    0.00%
  • Effective Gearing3.8X
  • Theta
    -1.136%
  • Vega
    1.636%
  •   
Underlying PriceImplied Volatility
80.24%84.69%89.15%93.61%98.06%
13.240.1330.1450.1570.1680.180
13.260.1340.1460.1570.1690.181
13.280.1350.1470.1580.1700.182
13.300.1360.1470.1590.1710.183
13.320.1370.1480.1600.1720.184
13.340.1370.1490.1610.1730.185
13.360.1380.1500.1620.1740.186
13.380.1390.1510.1630.1750.187
13.400.1400.1520.1640.1760.188
13.420.1410.1530.1650.1770.189