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Non-collateralized Nature of Structured Products

Warrants Calculator

Home   /   Warrants   /   Warrants Speedy Check   /   Warrants Calculator

Warrants Calculator

17043 HS-CMOB@EC2604A

Call / Underlying: 0941 CHINA MOBILE

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
    86.6
  • Underlying Change
    0.00%
  • Delta
    12.51%
  • Warrant Price
    0.075
  • Warrant Change
    0.00%
  • Effective Gearing11.1X
  • Theta
    -0.986%
  • Vega
    13.323%
  •   
Underlying PriceImplied Volatility
21.82%23.04%24.25%25.46%26.67%
86.300.0370.0540.0710.0910.111
86.350.0380.0540.0720.0910.112
86.400.0380.0550.0730.0920.113
86.450.0390.0550.0730.0930.114
86.500.0390.0560.0740.0930.114
86.550.0400.0560.0740.0940.115
86.600.0400.0570.0750.0950.116
86.650.0410.0570.0760.0950.117
86.700.0410.0580.0760.0960.117
86.750.0420.0580.0770.0970.118