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Non-collateralized Nature of Structured Products

Warrants Calculator

Home   /   Warrants   /   Warrants Speedy Check   /   Warrants Calculator

Warrants Calculator

16579 DSPOMRT@EC2510A

Call / Underlying: 9992 POP MART

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
    268
  • Underlying Change
    0.00%
  • Delta
    46.51%
  • Warrant Price
    0.245
  • Warrant Change
    0.00%
  • Effective Gearing5.1X
  • Theta
    -1.295%
  • Vega
    1.939%
  •   
Underlying PriceImplied Volatility
61.34%64.74%68.15%71.56%74.97%
266.800.2070.2230.2390.2560.272
267.000.2080.2240.2400.2570.273
267.200.2090.2250.2410.2570.274
267.400.2100.2260.2420.2580.275
267.600.2110.2270.2430.2590.276
267.800.2120.2280.2440.2600.277
268.000.2130.2290.2450.2610.278
268.200.2140.2300.2460.2620.278
268.400.2140.2310.2470.2630.279
268.600.2150.2320.2480.2640.280