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Non-collateralized Nature of Structured Products

Warrants Calculator

Home   /   Warrants   /   Warrants Speedy Check   /   Warrants Calculator

Warrants Calculator

21122 MBTENCT@EC2510A

Call / Underlying: 0700 TENCENT

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
    512.5
  • Underlying Change
    0.00%
  • Delta
    61.35%
  • Warrant Price
    0.345
  • Warrant Change
    0.00%
  • Effective Gearing9.1X
  • Theta
    -0.568%
  • Vega
    3.019%
  •   
Underlying PriceImplied Volatility
22.37%23.61%24.85%26.09%27.34%
509.500.3010.3140.3270.3400.353
510.000.3040.3170.3300.3430.356
510.500.3070.3200.3330.3460.359
511.000.3100.3230.3360.3490.362
511.500.3130.3260.3390.3520.365
512.000.3160.3290.3420.3550.368
512.500.3190.3320.3450.3580.371
513.000.3220.3350.3480.3610.374
513.500.3260.3380.3510.3640.377
514.000.3290.3410.3540.3670.380