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Non-collateralized Nature of Structured Products

Warrants Calculator

Home   /   Warrants   /   Warrants Speedy Check   /   Warrants Calculator

Warrants Calculator

25701 JP-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
    42.5
  • Underlying Change
    0.00%
  • Delta
    38.70%
  • Warrant Price
    0.047
  • Warrant Change
    0.00%
  • Effective Gearing35.0X
  • Theta
    -11.122%
  • Vega
    5.483%
  •   
Underlying PriceImplied Volatility
23.67%24.99%26.30%27.62%28.93%
42.200.0300.0330.0360.0400.043
42.250.0320.0350.0380.0410.044
42.300.0330.0360.0400.0430.046
42.350.0350.0380.0410.0450.048
42.400.0370.0400.0430.0470.050
42.450.0380.0420.0450.0480.052
42.500.0400.0440.0470.0500.054
42.550.0420.0460.0490.0520.056
42.600.0440.0480.0510.0540.058
42.650.0460.0500.0530.0570.060