Home   /   Warrants   /   Warrants Speedy Check   /   Warrants Calculator
Non-collateralized Nature of Structured Products

Warrants Calculator

Home   /   Warrants   /   Warrants Speedy Check   /   Warrants Calculator

Warrants Calculator

25730 BI-HSBC@EC2812A

Call / Underlying: 0005 HSBC HOLDINGS

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
    97.66
  • Underlying Change
    0.01%
  • Delta
    78.53%
  • Warrant Price
    0.305
  • Warrant Change
    0.00%
  • Effective Gearing4.3X
  • Theta
    -0.048%
  • Vega
    2.369%
  •   
Underlying PriceImplied Volatility
17.28%18.24%19.20%20.16%21.12%
97.360.2800.2900.3000.3110.321
97.410.2810.2910.3010.3110.322
97.460.2810.2910.3020.3120.323
97.510.2820.2920.3030.3130.324
97.560.2830.2930.3030.3140.325
97.610.2840.2940.3040.3150.325
97.660.2850.2950.3050.3150.326
97.710.2850.2960.3060.3160.327
97.760.2860.2960.3070.3170.328
97.810.2870.2970.3070.3180.328