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Non-collateralized Nature of Structured Products

Warrants Calculator

Home   /   Warrants   /   Warrants Speedy Check   /   Warrants Calculator

Warrants Calculator

26279 HSTENCT@EP2512A

Put / Underlying: 0700 TENCENT

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
    517
  • Underlying Change
    0.00%
  • Delta
    -2.21%
  • Warrant Price
    0.014
  • Warrant Change
    0.00%
  • Effective Gearing8.2X
  • Theta
    -2.410%
  • Vega
    13.712%
  •   
Underlying PriceImplied Volatility
40.27%42.51%44.75%46.99%49.23%
514.000.0080.0110.0150.0190.025
514.500.0080.0110.0150.0190.024
515.000.0080.0110.0140.0190.024
515.500.0070.0110.0140.0190.024
516.000.0070.0100.0140.0190.024
516.500.0070.0100.0140.0190.024
517.000.0070.0100.0140.0180.024
517.500.0070.0100.0140.0180.023
518.000.0070.0100.0140.0180.023
518.500.0070.0100.0140.0180.023