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Non-collateralized Nature of Structured Products

Warrants Calculator

Home   /   Warrants   /   Warrants Speedy Check   /   Warrants Calculator

Warrants Calculator

27198 BP-AIA @EC2510A

Call / Underlying: 1299 AIA

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
    70.16
  • Underlying Change
    0.01%
  • Delta
    49.47%
  • Warrant Price
    0.435
  • Warrant Change
    0.00%
  • Effective Gearing7.7X
  • Theta
    -0.738%
  • Vega
    3.402%
  •   
Underlying PriceImplied Volatility
29.88%31.54%33.20%34.86%36.52%
69.860.3680.3940.4200.4460.472
69.910.3710.3970.4230.4490.475
69.960.3730.3990.4250.4510.477
70.010.3750.4020.4280.4540.480
70.060.3780.4040.4300.4560.482
70.110.3800.4060.4330.4590.485
70.160.3830.4090.4350.4610.487
70.210.3850.4110.4370.4640.490
70.260.3880.4140.4400.4660.492
70.310.3900.4160.4420.4690.495