Home   /   Warrants   /   Warrants Speedy Check   /   Warrants Calculator
Non-collateralized Nature of Structured Products

Warrants Calculator

Home   /   Warrants   /   Warrants Speedy Check   /   Warrants Calculator

Warrants Calculator

27042 BPBAIDU@EC2601A

Call / Underlying: 9888 Baidu

0.051 +0.012 (+30.77%)

  • Day High0.040
  • Day Low0.040
  • Open0.040
  • Last Close0.039
  • Turnover
    ($K)
    4
  • Volume
    (K)
    110
Last Update: 15-07-2025 16:20 (15 mins delayed)
Bid*
0.051
Ask*
0.052
0.001
Underlying* 87.70 +3.55
*15 mins delayed
Listing Date
23-08-2024
Today
15-07-2025
Last Trading Date
29-12-2025
Maturity Date
05-01-2026

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
    87.7
  • Underlying Change
    0.00%
  • Delta
    33.98%
  • Warrant Price
    0.051
  • Warrant Change
    0.00%
  • Effective Gearing5.8X
  • Theta
    -0.798%
  • Vega
    4.271%
  •   
Underlying PriceImplied Volatility
38.70%40.85%43.00%45.15%47.30%
87.400.0410.0450.0500.0550.060
87.450.0410.0450.0500.0550.060
87.500.0410.0460.0500.0550.060
87.550.0410.0460.0500.0550.060
87.600.0410.0460.0510.0550.060
87.650.0410.0460.0510.0560.061
87.700.0420.0460.0510.0560.061
87.750.0420.0460.0510.0560.061
87.800.0420.0470.0510.0560.061
87.850.0420.0470.0520.0560.061