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Non-collateralized Nature of Structured Products

Warrants Calculator

Home   /   Warrants   /   Warrants Speedy Check   /   Warrants Calculator

Warrants Calculator

17520 MBPOMRT@EC2512E

Call / Underlying: 9992 POP MART

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
    245.8
  • Underlying Change
    0.00%
  • Delta
    12.79%
  • Warrant Price
    0.070
  • Warrant Change
    0.00%
  • Effective Gearing4.5X
  • Theta
    -1.746%
  • Vega
    4.823%
  •   
Underlying PriceImplied Volatility
73.53%77.61%81.70%85.79%89.87%
244.600.0430.0550.0680.0830.099
244.800.0430.0550.0690.0830.099
245.000.0440.0560.0690.0840.100
245.200.0440.0560.0690.0840.100
245.400.0440.0560.0690.0840.100
245.600.0440.0560.0700.0850.101
245.800.0440.0560.0700.0850.101
246.000.0450.0570.0700.0850.101
246.200.0450.0570.0710.0850.102
246.400.0450.0570.0710.0860.102