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Non-collateralized Nature of Structured Products

Warrants Calculator

Home   /   Warrants   /   Warrants Speedy Check   /   Warrants Calculator

Warrants Calculator

24046 BIALIBA@EC2507A

Call / Underlying: 9988 ALIBABA

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
    118
  • Underlying Change
    0.00%
  • Delta
    97.58%
  • Warrant Price
    0.810
  • Warrant Change
    0.00%
  • Effective Gearing2.8X
  • Theta
    -0.047%
  • Vega
    0.067%
  •   
Underlying PriceImplied Volatility
50.80%53.63%56.45%59.27%62.09%
117.400.7960.7970.7980.8000.802
117.500.7980.7990.8000.8020.804
117.600.7990.8010.8020.8040.806
117.700.8010.8030.8040.8060.808
117.800.8030.8050.8060.8080.810
117.900.8050.8070.8080.8100.812
118.000.8070.8090.8100.8120.814
118.100.8090.8110.8120.8140.816
118.200.8110.8120.8140.8160.818
118.300.8130.8140.8160.8180.820