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Non-collateralized Nature of Structured Products

Warrants Calculator

Home   /   Warrants   /   Warrants Speedy Check   /   Warrants Calculator

Warrants Calculator

24055 JP-NCI @EC2511A

Call / Underlying: 1336 NCI

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
    44
  • Underlying Change
    0.00%
  • Delta
    99.93%
  • Warrant Price
    2.600
  • Warrant Change
    0.00%
  • Effective Gearing1.7X
  • Theta
    -0.006%
  • Vega
    0.003%
  •   
Underlying PriceImplied Volatility
47.83%50.49%53.15%55.81%58.47%
43.702.5702.5702.5702.5702.571
43.752.5752.5752.5752.5752.576
43.802.5802.5802.5802.5802.581
43.852.5852.5852.5852.5852.586
43.902.5902.5902.5902.5902.591
43.952.5952.5952.5952.5952.596
44.002.6002.6002.6002.6002.601
44.052.6052.6052.6052.6052.606
44.102.6102.6102.6102.6102.611
44.152.6152.6152.6152.6152.616