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Non-collateralized Nature of Structured Products

Warrants Calculator

Home   /   Warrants   /   Warrants Speedy Check   /   Warrants Calculator

Warrants Calculator

16378 UBXIAMI@EC2509E

Call / Underlying: 1810 Xiaomi

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
    52.86
  • Underlying Change
    0.02%
  • Delta
    69.61%
  • Warrant Price
    0.084
  • Warrant Change
    0.00%
  • Effective Gearing8.8X
  • Theta
    -1.006%
  • Vega
    1.433%
  •   
Underlying PriceImplied Volatility
34.06%35.96%37.85%39.74%41.63%
52.560.0750.0780.0800.0820.085
52.610.0760.0780.0810.0830.085
52.660.0770.0790.0810.0840.086
52.710.0770.0800.0820.0840.087
52.760.0780.0800.0830.0850.087
52.810.0790.0810.0830.0860.088
52.860.0800.0820.0840.0860.089
52.910.0800.0820.0850.0870.089
52.960.0810.0830.0850.0880.090
53.010.0820.0840.0860.0880.091