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Non-collateralized Nature of Structured Products

Warrants Calculator

Home   /   Warrants   /   Warrants Speedy Check   /   Warrants Calculator

Warrants Calculator

17580 MBMEITU@EC2603A

Call / Underlying: 1357 MEITU

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
    10.6
  • Underlying Change
    0.00%
  • Delta
    63.57%
  • Warrant Price
    0.310
  • Warrant Change
    0.00%
  • Effective Gearing2.2X
  • Theta
    -0.313%
  • Vega
    1.017%
  •   
Underlying PriceImplied Volatility
88.42%93.34%98.25%103.16%108.08%
10.480.2710.2870.3020.3180.333
10.500.2720.2880.3040.3190.334
10.520.2740.2890.3050.3200.336
10.540.2750.2910.3060.3220.337
10.560.2760.2920.3070.3230.338
10.580.2770.2930.3090.3240.340
10.600.2790.2940.3100.3260.341
10.620.2800.2960.3110.3270.342
10.640.2810.2970.3130.3280.344
10.660.2820.2980.3140.3290.345