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Non-collateralized Nature of Structured Products

Warrants Calculator

Home   /   Warrants   /   Warrants Speedy Check   /   Warrants Calculator

Warrants Calculator

28769 MBPOMRT@EC2510B

Call / Underlying: 9992 POP MART

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
    252.6
  • Underlying Change
    0.00%
  • Delta
    97.52%
  • Warrant Price
    1.660
  • Warrant Change
    0.00%
  • Effective Gearing1.5X
  • Theta
    -0.051%
  • Vega
    0.043%
  •   
Underlying PriceImplied Volatility
120.28%126.97%133.65%140.33%147.02%
251.401.6401.6441.6481.6531.659
251.601.6421.6461.6501.6551.661
251.801.6441.6481.6521.6571.663
252.001.6461.6501.6541.6591.665
252.201.6481.6521.6561.6611.667
252.401.6501.6541.6581.6631.669
252.601.6521.6561.6601.6651.671
252.801.6541.6581.6621.6671.672
253.001.6561.6601.6641.6691.674
253.201.6581.6611.6661.6711.676