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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
    53.45
  • Underlying Change
    0.00%
  • Delta
    19.31%
  • Warrant Price
    0.213
  • Warrant Change
    0.00%
  • Effective Gearing4.8X
  • Theta
    -0.963%
  • Vega
    5.335%
  •   
Underlying PriceImplied Volatility
50.85%53.67%56.50%59.32%62.15%
53.150.1460.1760.2070.2410.276
53.200.1470.1760.2080.2420.277
53.250.1480.1770.2090.2430.278
53.300.1480.1780.2100.2440.280
53.350.1490.1790.2110.2450.281
53.400.1500.1800.2120.2460.282
53.450.1510.1810.2130.2470.283
53.500.1510.1820.2140.2480.284
53.550.1520.1830.2150.2490.285
53.600.1530.1830.2160.2500.286