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Non-collateralized Nature of Structured Products

Warrants Calculator

Home   /   Warrants   /   Warrants Speedy Check   /   Warrants Calculator

Warrants Calculator

26294 MSTENCT@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
    519.5
  • Underlying Change
    0.00%
  • Delta
    -2.61%
  • Warrant Price
    0.018
  • Warrant Change
    0.00%
  • Effective Gearing7.5X
  • Theta
    -2.296%
  • Vega
    12.206%
  •   
Underlying PriceImplied Volatility
42.52%44.89%47.25%49.61%51.97%
516.500.0100.0140.0190.0240.031
517.000.0100.0140.0190.0240.030
517.500.0100.0140.0190.0240.030
518.000.0100.0140.0180.0240.030
518.500.0100.0140.0180.0240.030
519.000.0100.0140.0180.0230.030
519.500.0100.0130.0180.0230.029
520.000.0100.0130.0180.0230.029
520.500.0100.0130.0180.0230.029
521.000.0090.0130.0180.0230.029