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Non-collateralized Nature of Structured Products

Warrants Calculator

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Warrants Calculator

27363 JPCSHEN@EC2509A

Call / Underlying: 1088 CHINA SHENHUA

0.032 - (-%)

  • Day HighN/A
  • Day LowN/A
  • OpenN/A
  • Last Close0.032
  • Turnover
    ($K)
    0
  • Volume
    (K)
    0
Last Update: 18-07-2025 14:25 (15 mins delayed)
Bid*
0.032
Ask*
0.035
0.001
Underlying* 32.20 +0.30
*15 mins delayed

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
    32.2
  • Underlying Change
    0.00%
  • Delta
    11.95%
  • Warrant Price
    0.032
  • Warrant Change
    0.00%
  • Effective Gearing12.0X
  • Theta
    -3.740%
  • Vega
    8.655%
  •   
Underlying PriceImplied Volatility
37.22%39.28%41.35%43.42%45.49%
31.900.0190.0230.0290.0340.040
31.950.0190.0240.0290.0350.041
32.000.0200.0240.0300.0350.042
32.050.0200.0250.0300.0360.042
32.100.0200.0250.0310.0370.043
32.150.0210.0260.0310.0370.044
32.200.0210.0260.0320.0380.045
32.250.0220.0270.0330.0390.045
32.300.0220.0280.0330.0390.046
32.350.0230.0280.0340.0400.047