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Non-collateralized Nature of Structured Products

Warrants Calculator

Home   /   Warrants   /   Warrants Speedy Check   /   Warrants Calculator

Warrants Calculator

27142 JP-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
    209
  • Underlying Change
    0.00%
  • Delta
    97.24%
  • Warrant Price
    0.610
  • Warrant Change
    0.00%
  • Effective Gearing3.3X
  • Theta
    -0.356%
  • Vega
    0.032%
  •   
Underlying PriceImplied Volatility
116.46%122.93%129.40%135.87%142.34%
207.800.5960.5970.5980.6000.601
208.000.5980.5990.6000.6020.603
208.200.6000.6010.6020.6040.605
208.400.6020.6030.6040.6060.607
208.600.6040.6050.6060.6080.609
208.800.6060.6070.6080.6090.611
209.000.6080.6090.6100.6110.613
209.200.6100.6110.6120.6130.615
209.400.6120.6130.6140.6150.617
209.600.6140.6150.6160.6170.619