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Non-collateralized Nature of Structured Products

Warrants Calculator

Home   /   Warrants   /   Warrants Speedy Check   /   Warrants Calculator

Warrants Calculator

27673 JPHLAND@EC2509A

Call / Underlying: 0012 HENDERSON LAND

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
    26.4
  • Underlying Change
    0.00%
  • Delta
    15.60%
  • Warrant Price
    0.032
  • Warrant Change
    0.00%
  • Effective Gearing11.1X
  • Theta
    -3.263%
  • Vega
    6.985%
  •   
Underlying PriceImplied Volatility
40.41%42.66%44.90%47.15%49.39%
26.100.0170.0220.0280.0330.040
26.150.0170.0230.0280.0340.041
26.200.0180.0230.0290.0350.042
26.250.0190.0240.0300.0360.042
26.300.0190.0250.0300.0370.043
26.350.0200.0250.0310.0380.044
26.400.0200.0260.0320.0380.045
26.450.0210.0270.0330.0390.046
26.500.0220.0270.0340.0400.047
26.550.0220.0280.0340.0410.048