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Non-collateralized Nature of Structured Products

Warrants Calculator

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Warrants Calculator

29111 MSALIBA@EC2512B

Call / Underlying: 9988 ALIBABA

0.305 +0.040 (+15.09%)

  • Day HighN/A
  • Day LowN/A
  • OpenN/A
  • Last Close0.265
  • Turnover
    ($K)
    0
  • Volume
    (K)
    0
Last Update: 16-07-2025 10:10 (15 mins delayed)
Bid*
0.305
Ask*
0.315
0.001
Underlying* 116.70 +3.20
*15 mins delayed
Listing Date
25-11-2024
Today
16-07-2025
Last Trading Date
15-12-2025
Maturity Date
19-12-2025

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
    116.7
  • Underlying Change
    0.00%
  • Delta
    61.98%
  • Warrant Price
    0.305
  • Warrant Change
    0.00%
  • Effective Gearing4.7X
  • Theta
    -0.389%
  • Vega
    1.917%
  •   
Underlying PriceImplied Volatility
37.57%39.66%41.75%43.84%45.92%
116.100.2730.2850.2980.3100.322
116.200.2740.2870.2990.3110.323
116.300.2760.2880.3000.3120.324
116.400.2770.2890.3010.3140.326
116.500.2780.2900.3030.3150.327
116.600.2790.2920.3040.3160.328
116.700.2810.2930.3050.3170.329
116.800.2820.2940.3060.3180.331
116.900.2830.2950.3070.3200.332
117.000.2840.2970.3090.3210.333