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Non-collateralized Nature of Structured Products

Warrants Calculator

Home   /   Warrants   /   Warrants Speedy Check   /   Warrants Calculator

Warrants Calculator

25684 UB-LINK@EC2507A

Call / Underlying: 0823 LINK REIT

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
    42.1
  • Underlying Change
    0.00%
  • Delta
    28.62%
  • Warrant Price
    0.028
  • Warrant Change
    0.00%
  • Effective Gearing43.0X
  • Theta
    -16.839%
  • Vega
    7.584%
  •   
Underlying PriceImplied Volatility
23.04%24.32%25.60%26.88%28.16%
41.800.0160.0180.0200.0230.025
41.850.0170.0190.0210.0240.027
41.900.0180.0200.0230.0250.028
41.950.0190.0210.0240.0270.029
42.000.0200.0230.0250.0280.031
42.050.0210.0240.0270.0290.032
42.100.0230.0250.0280.0310.034
42.150.0240.0270.0290.0320.035
42.200.0250.0280.0310.0340.037
42.250.0270.0300.0330.0350.038