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Non-collateralized Nature of Structured Products

Warrants Calculator

Home   /   Warrants   /   Warrants Speedy Check   /   Warrants Calculator

Warrants Calculator

27030 UBXIAMI@EC2510A

Call / Underlying: 1810 Xiaomi

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
    54.1
  • Underlying Change
    0.00%
  • Delta
    94.57%
  • Warrant Price
    3.020
  • Warrant Change
    0.00%
  • Effective Gearing1.7X
  • Theta
    -0.064%
  • Vega
    0.124%
  •   
Underlying PriceImplied Volatility
86.49%91.29%96.10%100.91%105.71%
53.802.9592.9742.9923.0103.030
53.852.9642.9792.9963.0153.035
53.902.9682.9843.0013.0203.039
53.952.9732.9893.0063.0243.044
54.002.9782.9943.0113.0293.049
54.052.9832.9983.0153.0343.053
54.102.9883.0033.0203.0383.058
54.152.9923.0083.0253.0433.063
54.202.9973.0133.0293.0483.067
54.253.0023.0173.0343.0533.072