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Non-collateralized Nature of Structured Products

Warrants Calculator

Home   /   Warrants   /   Warrants Speedy Check   /   Warrants Calculator

Warrants Calculator

29298 BPTENCT@EC2509B

Call / Underlying: 0700 TENCENT

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
    518
  • Underlying Change
    0.00%
  • Delta
    63.20%
  • Warrant Price
    0.420
  • Warrant Change
    0.00%
  • Effective Gearing7.8X
  • Theta
    -0.510%
  • Vega
    2.541%
  •   
Underlying PriceImplied Volatility
25.25%26.65%28.05%29.45%30.86%
515.000.3710.3860.4010.4160.431
515.500.3750.3890.4040.4190.434
516.000.3780.3930.4070.4220.437
516.500.3810.3960.4110.4260.440
517.000.3840.3990.4140.4290.444
517.500.3870.4020.4170.4320.447
518.000.3900.4050.4200.4350.450
518.500.3940.4080.4230.4380.453
519.000.3970.4120.4260.4410.456
519.500.4000.4150.4300.4440.459