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Non-collateralized Nature of Structured Products

Warrants Calculator

Home   /   Warrants   /   Warrants Speedy Check   /   Warrants Calculator

Warrants Calculator

22787 DSKUASO@EC2506A

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
    62.16
  • Underlying Change
    0.02%
  • Delta
    67.01%
  • Warrant Price
    0.067
  • Warrant Change
    0.00%
  • Effective Gearing12.4X
  • Theta
    -2.913%
  • Vega
    1.325%
  •   
Underlying PriceImplied Volatility
39.87%42.08%44.30%46.51%48.73%
61.860.0590.0610.0630.0650.067
61.910.0600.0620.0640.0660.068
61.960.0600.0620.0640.0660.068
62.010.0610.0630.0650.0670.069
62.060.0620.0640.0660.0680.070
62.110.0620.0640.0660.0680.070
62.160.0630.0650.0670.0690.071
62.210.0640.0660.0680.0700.072
62.260.0640.0660.0680.0700.072
62.310.0650.0670.0690.0710.073