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Non-collateralized Nature of Structured Products

Warrants Calculator

Home   /   Warrants   /   Warrants Speedy Check   /   Warrants Calculator

Warrants Calculator

16609 JPTENCT@EC2512A

Call / Underlying: 0700 TENCENT

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
    518
  • Underlying Change
    0.00%
  • Delta
    92.66%
  • Warrant Price
    0.250
  • Warrant Change
    0.00%
  • Effective Gearing3.8X
  • Theta
    -0.059%
  • Vega
    0.443%
  •   
Underlying PriceImplied Volatility
24.39%25.75%27.10%28.46%29.81%
515.000.2420.2430.2440.2460.248
515.500.2430.2440.2450.2470.249
516.000.2440.2450.2460.2480.249
516.500.2450.2460.2470.2490.250
517.000.2460.2470.2480.2500.251
517.500.2460.2480.2490.2510.252
518.000.2470.2490.2500.2510.253
518.500.2480.2500.2510.2520.254
519.000.2490.2510.2520.2530.255
519.500.2500.2510.2530.2540.256