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Non-collateralized Nature of Structured Products

Warrants Calculator

Home   /   Warrants   /   Warrants Speedy Check   /   Warrants Calculator

Warrants Calculator

29571 BIALIBA@EC2510B

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
    112.1
  • Underlying Change
    0.00%
  • Delta
    56.98%
  • Warrant Price
    0.217
  • Warrant Change
    0.00%
  • Effective Gearing5.9X
  • Theta
    -0.585%
  • Vega
    2.303%
  •   
Underlying PriceImplied Volatility
35.87%37.86%39.85%41.84%43.84%
111.500.1900.2000.2100.2200.230
111.600.1910.2010.2110.2210.231
111.700.1930.2030.2120.2220.232
111.800.1940.2040.2140.2240.233
111.900.1950.2050.2150.2250.235
112.000.1960.2060.2160.2260.236
112.100.1970.2070.2170.2270.237
112.200.1980.2080.2180.2280.238
112.300.1990.2090.2190.2290.239
112.400.2000.2100.2200.2300.240