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Non-collateralized Nature of Structured Products

Warrants Calculator

Home   /   Warrants   /   Warrants Speedy Check   /   Warrants Calculator

Warrants Calculator

27325 HSCSHEN@EC2509A

Call / Underlying: 1088 CHINA SHENHUA

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
    32.15
  • Underlying Change
    0.00%
  • Delta
    11.20%
  • Warrant Price
    0.029
  • Warrant Change
    0.00%
  • Effective Gearing12.4X
  • Theta
    -3.746%
  • Vega
    9.236%
  •   
Underlying PriceImplied Volatility
35.91%37.90%39.90%41.89%43.89%
31.850.0170.0210.0260.0310.037
31.900.0170.0210.0260.0320.037
31.950.0170.0220.0270.0320.038
32.000.0180.0220.0270.0330.039
32.050.0180.0230.0280.0330.039
32.100.0190.0230.0280.0340.040
32.150.0190.0240.0290.0350.041
32.200.0200.0240.0300.0350.041
32.250.0200.0250.0300.0360.042
32.300.0200.0250.0310.0370.043