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Non-collateralized Nature of Structured Products

Warrants Calculator

Home   /   Warrants   /   Warrants Speedy Check   /   Warrants Calculator

Warrants Calculator

27100 HS-NTES@EC2507A

Call / Underlying: 9999 NTES-S

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
    206.8
  • Underlying Change
    0.00%
  • Delta
    94.30%
  • Warrant Price
    0.610
  • Warrant Change
    0.00%
  • Effective Gearing3.2X
  • Theta
    -0.893%
  • Vega
    0.054%
  •   
Underlying PriceImplied Volatility
150.16%158.51%166.85%175.19%183.53%
205.600.5940.5960.5990.6020.605
205.800.5960.5980.6010.6040.607
206.000.5970.6000.6020.6050.609
206.200.5990.6020.6040.6070.611
206.400.6010.6040.6060.6090.612
206.600.6030.6050.6080.6110.614
206.800.6050.6070.6100.6130.616
207.000.6070.6090.6120.6150.618
207.200.6090.6110.6140.6170.620
207.400.6110.6130.6160.6190.622