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Non-collateralized Nature of Structured Products

Warrants Calculator

Home   /   Warrants   /   Warrants Speedy Check   /   Warrants Calculator

Warrants Calculator

27143 JPTENCT@EP2510A

Put / Underlying: 0700 TENCENT

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
    520
  • Underlying Change
    0.00%
  • Delta
    -2.09%
  • Warrant Price
    0.013
  • Warrant Change
    0.00%
  • Effective Gearing8.3X
  • Theta
    -4.038%
  • Vega
    10.802%
  •   
Underlying PriceImplied Volatility
50.53%53.34%56.15%58.96%61.77%
517.000.0070.0100.0140.0180.023
517.500.0070.0100.0140.0180.023
518.000.0070.0100.0130.0180.023
518.500.0070.0100.0130.0180.023
519.000.0070.0100.0130.0170.022
519.500.0070.0100.0130.0170.022
520.000.0070.0090.0130.0170.022
520.500.0070.0090.0130.0170.022
521.000.0070.0090.0130.0170.022
521.500.0060.0090.0130.0170.022