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Non-collateralized Nature of Structured Products

Warrants Calculator

Home   /   Warrants   /   Warrants Speedy Check   /   Warrants Calculator

Warrants Calculator

26988 HSCTGDF@EC2511A

Call / Underlying: 1880 CTG DUTY-FREE

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
    53.05
  • Underlying Change
    0.00%
  • Delta
    20.86%
  • Warrant Price
    0.041
  • Warrant Change
    0.00%
  • Effective Gearing5.4X
  • Theta
    -1.859%
  • Vega
    4.041%
  •   
Underlying PriceImplied Volatility
63.31%66.83%70.35%73.87%77.38%
52.750.0290.0340.0400.0460.052
52.800.0290.0340.0400.0460.052
52.850.0290.0340.0400.0460.052
52.900.0290.0350.0400.0460.053
52.950.0290.0350.0410.0470.053
53.000.0300.0350.0410.0470.053
53.050.0300.0350.0410.0470.053
53.100.0300.0350.0410.0470.054
53.150.0300.0360.0410.0480.054
53.200.0300.0360.0420.0480.054