Home   /   Warrants   /   Warrants Speedy Check   /   Warrants Calculator
Non-collateralized Nature of Structured Products

Warrants Calculator

Home   /   Warrants   /   Warrants Speedy Check   /   Warrants Calculator

Warrants Calculator

17306 CT-LINK@EC2512A

Call / Underlying: 0823 LINK REIT

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
    42.16
  • Underlying Change
    0.02%
  • Delta
    33.01%
  • Warrant Price
    0.116
  • Warrant Change
    0.00%
  • Effective Gearing9.8X
  • Theta
    -0.933%
  • Vega
    6.041%
  •   
Underlying PriceImplied Volatility
26.59%28.07%29.55%31.03%32.51%
41.860.0790.0920.1060.1200.135
41.910.0800.0940.1080.1220.137
41.960.0820.0950.1090.1240.138
42.010.0830.0970.1110.1250.140
42.060.0850.0990.1130.1270.142
42.110.0860.1000.1140.1290.143
42.160.0880.1020.1160.1310.145
42.210.0890.1030.1180.1320.147
42.260.0910.1050.1190.1340.149
42.310.0920.1070.1210.1360.151