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Non-collateralized Nature of Structured Products

Warrants Calculator

Home   /   Warrants   /   Warrants Speedy Check   /   Warrants Calculator

Warrants Calculator

29479 BIALIBA@EC2509A

Call / Underlying: 9988 ALIBABA

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
    115.4
  • Underlying Change
    0.00%
  • Delta
    64.04%
  • Warrant Price
    0.214
  • Warrant Change
    0.00%
  • Effective Gearing6.9X
  • Theta
    -0.732%
  • Vega
    1.774%
  •   
Underlying PriceImplied Volatility
35.41%37.38%39.35%41.32%43.29%
114.800.1910.1990.2060.2140.221
114.900.1930.2000.2080.2150.223
115.000.1940.2010.2090.2160.224
115.100.1950.2030.2100.2180.225
115.200.1970.2040.2110.2190.226
115.300.1980.2050.2130.2200.228
115.400.1990.2070.2140.2210.229
115.500.2000.2080.2150.2230.230
115.600.2020.2090.2170.2240.231
115.700.2030.2100.2180.2250.233