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Non-collateralized Nature of Structured Products

Warrants Calculator

Home   /   Warrants   /   Warrants Speedy Check   /   Warrants Calculator

Warrants Calculator

17075 BI-CKH @EC2511A

Call / Underlying: 0001 CKH HOLDINGS

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
    48.7
  • Underlying Change
    0.00%
  • Delta
    29.41%
  • Warrant Price
    0.162
  • Warrant Change
    0.00%
  • Effective Gearing8.1X
  • Theta
    -1.193%
  • Vega
    5.262%
  •   
Underlying PriceImplied Volatility
34.74%36.67%38.60%40.53%42.46%
48.400.1170.1350.1530.1720.192
48.450.1180.1360.1550.1740.193
48.500.1190.1370.1560.1750.195
48.550.1200.1390.1580.1770.196
48.600.1220.1400.1590.1780.198
48.650.1230.1420.1610.1800.200
48.700.1240.1430.1620.1810.201
48.750.1260.1440.1630.1830.203
48.800.1270.1460.1650.1850.204
48.850.1280.1470.1660.1860.206