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Non-collateralized Nature of Structured Products

Warrants Calculator

Home   /   Warrants   /   Warrants Speedy Check   /   Warrants Calculator

Warrants Calculator

16966 HSXIAMI@EC2604C

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
    57.65
  • Underlying Change
    0.00%
  • Delta
    53.04%
  • Warrant Price
    0.147
  • Warrant Change
    0.00%
  • Effective Gearing4.2X
  • Theta
    -0.307%
  • Vega
    2.702%
  •   
Underlying PriceImplied Volatility
36.94%39.00%41.05%43.10%45.16%
57.350.1270.1360.1440.1520.160
57.400.1280.1360.1440.1530.161
57.450.1280.1370.1450.1530.161
57.500.1290.1370.1450.1540.162
57.550.1290.1380.1460.1540.162
57.600.1300.1380.1460.1550.163
57.650.1300.1390.1470.1550.164
57.700.1310.1390.1480.1560.164
57.750.1310.1400.1480.1560.165
57.800.1320.1400.1490.1570.165