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Non-collateralized Nature of Structured Products

Warrants Calculator

Home   /   Warrants   /   Warrants Speedy Check   /   Warrants Calculator

Warrants Calculator

27194 CITENCT@EC2506A

Call / 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
    518
  • Underlying Change
    0.00%
  • Delta
    67.86%
  • Warrant Price
    0.112
  • Warrant Change
    0.00%
  • Effective Gearing31.4X
  • Theta
    -2.728%
  • Vega
    3.280%
  •   
Underlying PriceImplied Volatility
14.98%15.82%16.65%17.48%18.31%
515.000.0860.0890.0930.0960.099
515.500.0890.0930.0960.0990.102
516.000.0930.0960.0990.1020.105
516.500.0960.0990.1020.1050.108
517.000.0990.1020.1050.1080.112
517.500.1030.1060.1090.1120.115
518.000.1060.1090.1120.1150.118
518.500.1090.1120.1150.1180.121
519.000.1130.1160.1190.1220.125
519.500.1170.1200.1220.1250.128