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Non-collateralized Nature of Structured Products

Warrants Calculator

Home   /   Warrants   /   Warrants Speedy Check   /   Warrants Calculator

Warrants Calculator

24902 BP-BYD @EC2510A

Call / Underlying: 1211 BYD COMPANY

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
    138.2
  • Underlying Change
    0.00%
  • Delta
    92.82%
  • Warrant Price
    1.200
  • Warrant Change
    0.00%
  • Effective Gearing3.2X
  • Theta
    -0.087%
  • Vega
    0.274%
  •   
Underlying PriceImplied Volatility
39.33%41.52%43.70%45.89%48.07%
137.601.1701.1771.1831.1911.199
137.701.1731.1791.1861.1931.201
137.801.1761.1821.1891.1961.204
137.901.1791.1851.1921.1991.207
138.001.1821.1881.1941.2021.210
138.101.1851.1911.1971.2051.212
138.201.1871.1931.2001.2071.215
138.301.1901.1961.2031.2101.218
138.401.1931.1991.2061.2131.221
138.501.1961.2021.2081.2161.223