Home   /   Warrants   /   Warrants Speedy Check   /   Warrants Calculator
Non-collateralized Nature of Structured Products

Warrants Calculator

Home   /   Warrants   /   Warrants Speedy Check   /   Warrants Calculator

Warrants Calculator

16399 BPCLIFE@EC2512A

Call / Underlying: 2628 CHINA LIFE

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
    18.78
  • Underlying Change
    0.00%
  • Delta
    76.66%
  • Warrant Price
    0.380
  • Warrant Change
    0.00%
  • Effective Gearing3.7X
  • Theta
    -0.222%
  • Vega
    0.967%
  •   
Underlying PriceImplied Volatility
42.08%44.41%46.75%49.09%51.42%
18.660.3530.3620.3710.3800.389
18.680.3550.3640.3720.3810.390
18.700.3560.3650.3740.3830.392
18.720.3580.3670.3750.3840.393
18.740.3590.3680.3770.3860.395
18.760.3610.3700.3780.3870.396
18.780.3630.3710.3800.3890.398
18.800.3640.3730.3820.3900.399
18.820.3660.3740.3830.3920.401
18.840.3670.3760.3850.3930.402