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Non-collateralized Nature of Structured Products

Warrants Calculator

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Warrants Calculator

17103 MBANTAS@EC2510A

Call / Underlying: 2020 ANTA SPORTS

0.054 -0.006 (-10.00%)

  • Day High0.057
  • Day Low0.056
  • Open0.056
  • Last Close0.060
  • Turnover
    ($K)
    3
  • Volume
    (K)
    60
Last Update: 11-07-2025 16:20 (15 mins delayed)
Bid*
0.054
Ask*
0.055
0.001
Underlying* 88.60 -2.10
*15 mins delayed

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
    88.6
  • Underlying Change
    0.00%
  • Delta
    21.54%
  • Warrant Price
    0.054
  • Warrant Change
    0.00%
  • Effective Gearing6.6X
  • Theta
    -1.788%
  • Vega
    4.681%
  •   
Underlying PriceImplied Volatility
51.84%54.72%57.60%60.48%63.36%
88.300.0370.0450.0530.0610.070
88.350.0370.0450.0530.0610.070
88.400.0380.0450.0530.0610.070
88.450.0380.0450.0530.0620.070
88.500.0380.0460.0540.0620.071
88.550.0380.0460.0540.0620.071
88.600.0380.0460.0540.0620.071
88.650.0390.0460.0540.0630.071
88.700.0390.0460.0540.0630.072
88.750.0390.0470.0550.0630.072