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Non-collateralized Nature of Structured Products

Warrants Calculator

Home   /   Warrants   /   Warrants Speedy Check   /   Warrants Calculator

Warrants Calculator

26596 CTCPAIR@EC2512A

Call / Underlying: 0293 CATHAY PAC AIR

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
    10.42
  • Underlying Change
    0.00%
  • Delta
    76.26%
  • Warrant Price
    0.400
  • Warrant Change
    0.00%
  • Effective Gearing3.9X
  • Theta
    -0.177%
  • Vega
    1.125%
  •   
Underlying PriceImplied Volatility
36.72%38.76%40.80%42.84%44.88%
10.300.3620.3720.3820.3920.402
10.320.3650.3750.3850.3950.405
10.340.3690.3780.3880.3980.408
10.360.3720.3810.3910.4010.411
10.380.3750.3840.3940.4040.414
10.400.3780.3870.3970.4070.417
10.420.3810.3900.4000.4100.420
10.440.3840.3930.4030.4130.423
10.460.3870.3970.4060.4160.426
10.480.3900.4000.4090.4190.429