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Non-collateralized Nature of Structured Products

Warrants Calculator

Home   /   Warrants   /   Warrants Speedy Check   /   Warrants Calculator

Warrants Calculator

29236 MB-CPIC@EC2507B

Call / Underlying: 2601 CPIC

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
    24.6
  • Underlying Change
    0.00%
  • Delta
    11.81%
  • Warrant Price
    0.024
  • Warrant Change
    0.00%
  • Effective Gearing8.9X
  • Theta
    -4.173%
  • Vega
    5.654%
  •   
Underlying PriceImplied Volatility
60.48%63.84%67.20%70.56%73.92%
24.300.0090.0140.0210.0270.035
24.350.0090.0150.0210.0280.035
24.400.0100.0150.0220.0290.036
24.450.0100.0160.0220.0290.037
24.500.0110.0160.0230.0300.037
24.550.0110.0170.0230.0310.038
24.600.0110.0170.0240.0310.039
24.650.0120.0180.0250.0320.040
24.700.0120.0180.0250.0330.040
24.750.0130.0190.0260.0330.041