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Non-collateralized Nature of Structured Products

Warrants Calculator

Home   /   Warrants   /   Warrants Speedy Check   /   Warrants Calculator

Warrants Calculator

28331 MS-CMB @EC2511A

Call / Underlying: 3968 CM BANK

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
    51.1
  • Underlying Change
    0.00%
  • Delta
    78.01%
  • Warrant Price
    0.185
  • Warrant Change
    0.00%
  • Effective Gearing4.3X
  • Theta
    -0.234%
  • Vega
    1.016%
  •   
Underlying PriceImplied Volatility
35.82%37.81%39.80%41.79%43.78%
50.800.1730.1770.1800.1840.188
50.850.1740.1770.1810.1850.189
50.900.1750.1780.1820.1860.189
50.950.1750.1790.1830.1860.190
51.000.1760.1800.1830.1870.191
51.050.1770.1810.1840.1880.192
51.100.1780.1810.1850.1890.192
51.150.1790.1820.1860.1890.193
51.200.1790.1830.1870.1900.194
51.250.1800.1840.1870.1910.195