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Non-collateralized Nature of Structured Products

Warrants Calculator

Home   /   Warrants   /   Warrants Speedy Check   /   Warrants Calculator

Warrants Calculator

26689 JPLIAUT@EC2509A

Call / Underlying: 2015 LI AUTO

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
    113
  • Underlying Change
    0.00%
  • Delta
    71.60%
  • Warrant Price
    0.225
  • Warrant Change
    0.00%
  • Effective Gearing3.6X
  • Theta
    -0.584%
  • Vega
    0.752%
  •   
Underlying PriceImplied Volatility
68.94%72.77%76.60%80.43%84.26%
112.400.2080.2140.2210.2270.234
112.500.2090.2150.2210.2280.234
112.600.2090.2160.2220.2290.235
112.700.2100.2160.2230.2290.236
112.800.2110.2170.2240.2300.237
112.900.2110.2180.2240.2310.237
113.000.2120.2190.2250.2310.238
113.100.2130.2190.2260.2320.239
113.200.2140.2200.2260.2330.239
113.300.2140.2210.2270.2340.240