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

Warrants Calculator

Home   /   Warrants   /   Warrants Speedy Check   /   Warrants Calculator

Warrants Calculator

25973 MBSPDRG@EC2511A

Call / Underlying: 2840 SPDR GOLD TRUST

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
    2,417.8
  • Underlying Change
    -0.01%
  • Delta
    88.78%
  • Warrant Price
    0.840
  • Warrant Change
    0.00%
  • Effective Gearing5.1X
  • Theta
    -0.117%
  • Vega
    0.738%
  •   
Underlying PriceImplied Volatility
22.41%23.66%24.90%26.15%27.39%
2357.800.7190.7270.7350.7440.753
2367.800.7370.7440.7530.7610.770
2377.800.7550.7620.7700.7780.787
2387.800.7720.7800.7870.7950.804
2397.800.7900.7970.8050.8130.821
2407.800.8080.8150.8220.8300.838
2417.800.8260.8330.8400.8480.855
2427.800.8450.8510.8580.8650.873
2437.800.8630.8690.8760.8830.890
2447.800.8810.8870.8940.9010.908