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Non-collateralized Nature of Structured Products

Warrants Calculator

Home   /   Warrants   /   Warrants Speedy Check   /   Warrants Calculator

Warrants Calculator

25154 BIPINAN@EC2512A

Call / Underlying: 2318 PING AN

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
    52.6
  • Underlying Change
    0.00%
  • Delta
    17.29%
  • Warrant Price
    0.095
  • Warrant Change
    0.00%
  • Effective Gearing8.5X
  • Theta
    -1.338%
  • Vega
    7.798%
  •   
Underlying PriceImplied Volatility
33.75%35.63%37.50%39.38%41.25%
52.300.0580.0740.0900.1070.125
52.350.0590.0740.0910.1080.126
52.400.0600.0750.0920.1090.127
52.450.0610.0760.0920.1100.128
52.500.0610.0770.0930.1110.129
52.550.0620.0770.0940.1120.130
52.600.0630.0780.0950.1130.131
52.650.0630.0790.0960.1140.132
52.700.0640.0800.0970.1150.133
52.750.0650.0810.0980.1160.134