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Non-collateralized Nature of Structured Products

Warrants Calculator

Home   /   Warrants   /   Warrants Speedy Check   /   Warrants Calculator

Warrants Calculator

27154 BP-SMIC@EC2510A

Call / Underlying: 0981 SMIC

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
    41.46
  • Underlying Change
    0.02%
  • Delta
    99.39%
  • Warrant Price
    2.160
  • Warrant Change
    0.00%
  • Effective Gearing1.9X
  • Theta
    -0.013%
  • Vega
    0.020%
  •   
Underlying PriceImplied Volatility
49.81%52.58%55.35%58.12%60.88%
41.162.1282.1292.1302.1322.133
41.212.1332.1342.1352.1362.138
41.262.1382.1392.1402.1412.143
41.312.1432.1442.1452.1462.148
41.362.1482.1492.1502.1512.153
41.412.1532.1542.1552.1562.158
41.462.1582.1592.1602.1612.163
41.512.1632.1642.1652.1662.168
41.562.1682.1692.1702.1712.173
41.612.1732.1742.1752.1762.178