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Non-collateralized Nature of Structured Products

Warrants Calculator

Home   /   Warrants   /   Warrants Speedy Check   /   Warrants Calculator

Warrants Calculator

28926 MBCOWEL@EC2605A

Call / Underlying: 1415 COWELL

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
    27
  • Underlying Change
    0.00%
  • Delta
    56.02%
  • Warrant Price
    0.157
  • Warrant Change
    0.00%
  • Effective Gearing1.9X
  • Theta
    -0.329%
  • Vega
    1.244%
  •   
Underlying PriceImplied Volatility
103.36%109.11%114.85%120.59%126.33%
26.700.1310.1420.1540.1650.176
26.750.1310.1430.1540.1660.177
26.800.1320.1430.1550.1660.177
26.850.1320.1440.1550.1670.178
26.900.1330.1440.1560.1670.179
26.950.1330.1450.1560.1680.179
27.000.1340.1460.1570.1680.180
27.050.1340.1460.1580.1690.180
27.100.1350.1470.1580.1700.181
27.150.1360.1470.1590.1700.182