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Non-collateralized Nature of Structured Products

Warrants Calculator

Home   /   Warrants   /   Warrants Speedy Check   /   Warrants Calculator

Warrants Calculator

16889 MBPOMRT@EP2511A

Put / 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
    245.8
  • Underlying Change
    0.00%
  • Delta
    -13.14%
  • Warrant Price
    0.104
  • Warrant Change
    0.00%
  • Effective Gearing3.1X
  • Theta
    -1.316%
  • Vega
    3.053%
  •   
Underlying PriceImplied Volatility
75.56%79.75%83.95%88.15%92.34%
244.600.0800.0930.1060.1190.133
244.800.0800.0920.1050.1190.133
245.000.0800.0920.1050.1190.132
245.200.0790.0920.1050.1180.132
245.400.0790.0920.1050.1180.132
245.600.0790.0910.1040.1180.132
245.800.0790.0910.1040.1170.131
246.000.0780.0910.1040.1170.131
246.200.0780.0910.1030.1170.131
246.400.0780.0900.1030.1170.130