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Non-collateralized Nature of Structured Products

Warrants Calculator

Home   /   Warrants   /   Warrants Speedy Check   /   Warrants Calculator

Warrants Calculator

24439 MBCNOOC@EC2510A

Call / Underlying: 0883 CNOOC

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
    17.9
  • Underlying Change
    0.00%
  • Delta
    6.27%
  • Warrant Price
    0.017
  • Warrant Change
    0.00%
  • Effective Gearing9.9X
  • Theta
    -3.498%
  • Vega
    9.144%
  •   
Underlying PriceImplied Volatility
48.10%50.78%53.45%56.12%58.79%
17.780.0050.0100.0160.0220.029
17.800.0050.0100.0160.0220.030
17.820.0060.0100.0160.0230.030
17.840.0060.0110.0160.0230.030
17.860.0060.0110.0170.0230.031
17.880.0060.0110.0170.0230.031
17.900.0060.0110.0170.0240.031
17.920.0060.0110.0170.0240.032
17.940.0070.0120.0180.0240.032
17.960.0070.0120.0180.0250.032