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Non-collateralized Nature of Structured Products

Warrants Calculator

Home   /   Warrants   /   Warrants Speedy Check   /   Warrants Calculator

Warrants Calculator

28463 MSTENCT@EC2604A

Call / Underlying: 0700 TENCENT

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
    506.5
  • Underlying Change
    0.00%
  • Delta
    44.85%
  • Warrant Price
    0.083
  • Warrant Change
    0.00%
  • Effective Gearing5.5X
  • Theta
    -0.337%
  • Vega
    4.443%
  •   
Underlying PriceImplied Volatility
26.82%28.31%29.80%31.29%32.78%
503.500.0690.0750.0800.0860.092
504.000.0700.0750.0810.0860.092
504.500.0700.0760.0810.0870.093
505.000.0700.0760.0820.0870.093
505.500.0710.0760.0820.0880.093
506.000.0710.0770.0830.0880.094
506.500.0720.0770.0830.0890.094
507.000.0720.0780.0830.0890.095
507.500.0730.0780.0840.0900.095
508.000.0730.0790.0840.0900.096