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Non-collateralized Nature of Structured Products

Warrants Calculator

Home   /   Warrants   /   Warrants Speedy Check   /   Warrants Calculator

Warrants Calculator

24172 HS-SUNY@EC2510A

Call / Underlying: 2382 SUNNY OPTICAL

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
    65.3
  • Underlying Change
    0.00%
  • Delta
    81.29%
  • Warrant Price
    0.410
  • Warrant Change
    0.00%
  • Effective Gearing2.6X
  • Theta
    -0.203%
  • Vega
    0.536%
  •   
Underlying PriceImplied Volatility
64.53%68.12%71.70%75.29%78.87%
65.000.3900.3970.4050.4130.421
65.050.3910.3980.4060.4140.422
65.100.3910.3990.4070.4150.423
65.150.3920.4000.4080.4150.424
65.200.3930.4010.4080.4160.424
65.250.3940.4010.4090.4170.425
65.300.3950.4020.4100.4180.426
65.350.3960.4030.4110.4190.427
65.400.3960.4040.4120.4200.428
65.450.3970.4050.4120.4200.428