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Non-collateralized Nature of Structured Products

Warrants Calculator

Home   /   Warrants   /   Warrants Speedy Check   /   Warrants Calculator

Warrants Calculator

21813 BPKUASO@EC2507A

Call / Underlying: 1024 KUAISHOU TECHNOLOGY

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
    61.5
  • Underlying Change
    0.00%
  • Delta
    60.85%
  • Warrant Price
    0.072
  • Warrant Change
    0.00%
  • Effective Gearing10.4X
  • Theta
    -2.278%
  • Vega
    1.662%
  •   
Underlying PriceImplied Volatility
40.73%42.99%45.25%47.51%49.78%
61.200.0630.0660.0680.0710.074
61.250.0640.0660.0690.0720.074
61.300.0640.0670.0700.0720.075
61.350.0650.0670.0700.0730.076
61.400.0650.0680.0710.0730.076
61.450.0660.0690.0710.0740.077
61.500.0670.0690.0720.0750.077
61.550.0670.0700.0730.0750.078
61.600.0680.0710.0730.0760.079
61.650.0680.0710.0740.0770.079