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Non-collateralized Nature of Structured Products

Warrants Calculator

Home   /   Warrants   /   Warrants Speedy Check   /   Warrants Calculator

Warrants Calculator

24765 MBTENCT@EC2507A

Call / Underlying: 0700 TENCENT

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
    515
  • Underlying Change
    0.00%
  • Delta
    57.68%
  • Warrant Price
    0.153
  • Warrant Change
    0.00%
  • Effective Gearing19.4X
  • Theta
    -2.699%
  • Vega
    3.197%
  •   
Underlying PriceImplied Volatility
22.81%24.08%25.35%26.62%27.88%
512.000.1240.1300.1360.1420.149
512.500.1270.1330.1390.1450.151
513.000.1290.1360.1420.1480.154
513.500.1320.1380.1440.1510.157
514.000.1350.1410.1470.1530.160
514.500.1380.1440.1500.1560.163
515.000.1410.1470.1530.1590.165
515.500.1440.1500.1560.1620.168
516.000.1470.1530.1590.1650.171
516.500.1500.1560.1620.1680.174