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Non-collateralized Nature of Structured Products

Warrants Calculator

Home   /   Warrants   /   Warrants Speedy Check   /   Warrants Calculator

Warrants Calculator

16517 MBCITSE@EC2511A

Call / Underlying: 6030 CITIC SEC

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
    24
  • Underlying Change
    0.00%
  • Delta
    34.31%
  • Warrant Price
    0.185
  • Warrant Change
    0.00%
  • Effective Gearing4.2X
  • Theta
    -0.940%
  • Vega
    2.749%
  •   
Underlying PriceImplied Volatility
65.48%69.11%72.75%76.39%80.03%
23.700.1350.1550.1750.1960.217
23.750.1360.1560.1770.1970.218
23.800.1380.1580.1780.1990.220
23.850.1390.1590.1800.2010.222
23.900.1410.1610.1820.2030.224
23.950.1420.1630.1830.2040.226
24.000.1440.1640.1850.2060.228
24.050.1450.1660.1870.2080.230
24.100.1470.1670.1880.2100.231
24.150.1490.1690.1900.2120.233