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Non-collateralized Nature of Structured Products

Warrants Calculator

Home   /   Warrants   /   Warrants Speedy Check   /   Warrants Calculator

Warrants Calculator

29208 SGCSA50@EC2508A

Call / Underlying: 2822 CSOP A50 ETF

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
    13.2
  • Underlying Change
    0.00%
  • Delta
    8.31%
  • Warrant Price
    0.012
  • Warrant Change
    0.00%
  • Effective Gearing18.3X
  • Theta
    -4.165%
  • Vega
    14.666%
  •   
Underlying PriceImplied Volatility
25.16%26.55%27.95%29.35%30.74%
13.080.0060.0080.0100.0130.015
13.100.0060.0080.0100.0130.016
13.120.0070.0090.0110.0130.016
13.140.0070.0090.0110.0140.016
13.160.0070.0090.0110.0140.017
13.180.0070.0090.0120.0140.017
13.200.0070.0100.0120.0150.018
13.220.0080.0100.0120.0150.018
13.240.0080.0100.0130.0150.018
13.260.0080.0110.0130.0160.019