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Non-collateralized Nature of Structured Products

Warrants Calculator

Home   /   Warrants   /   Warrants Speedy Check   /   Warrants Calculator

Warrants Calculator

28600 MSALIBA@EC2506E

Call / Underlying: 9988 ALIBABA

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
    118
  • Underlying Change
    0.00%
  • Delta
    42.33%
  • Warrant Price
    0.053
  • Warrant Change
    0.00%
  • Effective Gearing16.0X
  • Theta
    -3.453%
  • Vega
    3.709%
  •   
Underlying PriceImplied Volatility
32.45%34.25%36.05%37.85%39.65%
117.400.0390.0440.0480.0530.057
117.500.0400.0440.0490.0530.058
117.600.0410.0450.0500.0540.059
117.700.0410.0460.0500.0550.060
117.800.0420.0470.0510.0560.060
117.900.0430.0480.0520.0570.061
118.000.0440.0480.0530.0580.062
118.100.0450.0490.0540.0580.063
118.200.0460.0500.0550.0590.064
118.300.0460.0510.0560.0600.065