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Non-collateralized Nature of Structured Products

Warrants Calculator

Home   /   Warrants   /   Warrants Speedy Check   /   Warrants Calculator

Warrants Calculator

16637 MBXIAMI@EC2601A

Call / Underlying: 1810 Xiaomi

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
    56.26
  • Underlying Change
    0.02%
  • Delta
    19.73%
  • Warrant Price
    0.216
  • Warrant Change
    0.00%
  • Effective Gearing5.1X
  • Theta
    -1.005%
  • Vega
    5.426%
  •   
Underlying PriceImplied Volatility
48.87%51.58%54.30%57.01%59.73%
55.960.1490.1790.2100.2430.278
56.010.1500.1800.2110.2440.279
56.060.1510.1810.2120.2450.280
56.110.1520.1810.2130.2470.282
56.160.1520.1820.2140.2480.283
56.210.1530.1830.2150.2490.284
56.260.1540.1840.2160.2500.285
56.310.1550.1850.2170.2510.286
56.360.1560.1860.2180.2520.287
56.410.1570.1870.2190.2530.289