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Non-collateralized Nature of Structured Products

Warrants Calculator

Home   /   Warrants   /   Warrants Speedy Check   /   Warrants Calculator

Warrants Calculator

27207 UB-BYD @EC2509A

Call / Underlying: 1211 BYD COMPANY

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
    142
  • Underlying Change
    0.00%
  • Delta
    89.82%
  • Warrant Price
    1.350
  • Warrant Change
    0.00%
  • Effective Gearing2.8X
  • Theta
    -0.130%
  • Vega
    0.309%
  •   
Underlying PriceImplied Volatility
53.01%55.95%58.90%61.84%64.79%
141.401.3111.3221.3341.3461.360
141.501.3141.3251.3371.3491.362
141.601.3161.3271.3391.3521.365
141.701.3191.3301.3421.3541.368
141.801.3221.3331.3451.3571.370
141.901.3251.3361.3471.3601.373
142.001.3271.3381.3501.3621.376
142.101.3301.3411.3531.3651.378
142.201.3331.3441.3551.3681.381
142.301.3361.3461.3581.3701.384