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Non-collateralized Nature of Structured Products

Warrants Calculator

Home   /   Warrants   /   Warrants Speedy Check   /   Warrants Calculator

Warrants Calculator

16542 UB-HSI @EC2510J

Call / Underlying: HSI HANG SENG INDEX

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
    24,590.01
  • Underlying Change
    -0.00%
  • Delta
    67.18%
  • Warrant Price
    0.129
  • Warrant Change
    0.00%
  • Effective Gearing9.4X
  • Theta
    -0.449%
  • Vega
    2.738%
  •   
Underlying PriceImplied Volatility
19.89%21.00%22.10%23.21%24.31%
23990.010.0930.0970.1010.1050.109
24090.010.0970.1010.1050.1090.114
24190.010.1020.1060.1100.1140.118
24290.010.1060.1100.1140.1190.123
24390.010.1110.1150.1190.1230.127
24490.010.1160.1200.1240.1280.132
24590.010.1210.1250.1290.1330.137
24690.010.1260.1300.1340.1380.142
24790.010.1310.1350.1390.1430.147
24890.010.1370.1410.1440.1480.152