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Non-collateralized Nature of Structured Products

Warrants Calculator

Home   /   Warrants   /   Warrants Speedy Check   /   Warrants Calculator

Warrants Calculator

24365 HS-AIA @EC2603A

Call / Underlying: 1299 AIA

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
    67.66
  • Underlying Change
    0.01%
  • Delta
    81.65%
  • Warrant Price
    0.320
  • Warrant Change
    0.00%
  • Effective Gearing3.4X
  • Theta
    -0.111%
  • Vega
    0.949%
  •   
Underlying PriceImplied Volatility
33.03%34.87%36.70%38.54%40.37%
67.360.3040.3100.3150.3210.327
67.410.3050.3100.3160.3220.327
67.460.3060.3110.3170.3220.328
67.510.3070.3120.3180.3230.329
67.560.3080.3130.3180.3240.330
67.610.3080.3140.3190.3250.331
67.660.3090.3150.3200.3260.331
67.710.3100.3150.3210.3260.332
67.760.3110.3160.3220.3270.333
67.810.3120.3170.3220.3280.334