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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
    41.05
  • Underlying Change
    0.00%
  • Delta
    98.04%
  • Warrant Price
    2.130
  • Warrant Change
    0.00%
  • Effective Gearing1.9X
  • Theta
    -0.028%
  • Vega
    0.053%
  •   
Underlying PriceImplied Volatility
62.37%65.83%69.30%72.76%76.23%
40.752.0942.0972.1012.1052.110
40.802.0992.1022.1062.1102.115
40.852.1042.1072.1102.1152.119
40.902.1092.1122.1152.1192.124
40.952.1142.1172.1202.1242.129
41.002.1192.1222.1252.1292.134
41.052.1242.1272.1302.1342.139
41.102.1292.1312.1352.1392.144
41.152.1342.1362.1402.1442.149
41.202.1392.1412.1452.1492.153