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Non-collateralized Nature of Structured Products

Warrants Calculator

Home   /   Warrants   /   Warrants Speedy Check   /   Warrants Calculator

Warrants Calculator

27222 MSXIAMI@EC2510A

Call / Underlying: 1810 Xiaomi

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
    54.1
  • Underlying Change
    0.00%
  • Delta
    99.76%
  • Warrant Price
    2.910
  • Warrant Change
    0.00%
  • Effective Gearing1.9X
  • Theta
    -0.009%
  • Vega
    0.009%
  •   
Underlying PriceImplied Volatility
43.56%45.98%48.40%50.82%53.24%
53.802.8792.8802.8802.8812.882
53.852.8842.8852.8852.8862.887
53.902.8892.8902.8902.8912.892
53.952.8942.8952.8952.8962.897
54.002.8992.9002.9002.9012.902
54.052.9042.9052.9052.9062.907
54.102.9092.9102.9102.9112.912
54.152.9142.9152.9152.9162.917
54.202.9192.9192.9202.9212.922
54.252.9242.9242.9252.9262.927