Home   /   Warrants   /   Warrants Speedy Check   /   Warrants Calculator
Non-collateralized Nature of Structured Products

Warrants Calculator

Home   /   Warrants   /   Warrants Speedy Check   /   Warrants Calculator

Warrants Calculator

28569 HS-CRL @EC2602A

Call / Underlying: 1109 CHINA RES 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
    28.8
  • Underlying Change
    0.00%
  • Delta
    44.84%
  • Warrant Price
    0.076
  • Warrant Change
    0.00%
  • Effective Gearing3.4X
  • Theta
    -0.530%
  • Vega
    2.210%
  •   
Underlying PriceImplied Volatility
62.82%66.31%69.80%73.29%76.78%
28.500.0610.0670.0730.0790.085
28.550.0620.0680.0740.0800.086
28.600.0620.0680.0740.0800.086
28.650.0630.0690.0750.0810.087
28.700.0630.0690.0750.0810.087
28.750.0630.0700.0760.0820.088
28.800.0640.0700.0760.0820.088
28.850.0640.0700.0760.0830.089
28.900.0650.0710.0770.0830.089
28.950.0650.0710.0770.0830.090