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Non-collateralized Nature of Structured Products

Warrants Calculator

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Warrants Calculator

29617 BISPDRG@EC2510A

Call / Underlying: 2840 SPDR GOLD TRUST

0.370 +0.010 (+2.78%)

  • Day HighN/A
  • Day LowN/A
  • OpenN/A
  • Last Close0.360
  • Turnover
    ($K)
    0
  • Volume
    (K)
    0
Last Update: 18-07-2025 10:20 (15 mins delayed)
Bid*
0.370
Ask*
0.380
0.001
Underlying* 2,419.00 +14.00
*15 mins delayed
Created with Highstock 4.2.509:3110:0011:0012/130.360.3650.370.3750.3824122416242024242428
Warrants Price
Underlying Price
Listing Date
20-12-2024
Today
18-07-2025
Last Trading Date
15-10-2025
Maturity Date
21-10-2025

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
    2,418.9
  • Underlying Change
    -0.00%
  • Delta
    73.61%
  • Warrant Price
    0.370
  • Warrant Change
    0.00%
  • Effective Gearing9.6X
  • Theta
    -0.394%
  • Vega
    2.250%
  •   
Underlying PriceImplied Volatility
18.36%19.38%20.40%21.42%22.44%
2358.900.2680.2770.2870.2960.305
2368.900.2820.2910.3000.3090.318
2378.900.2960.3040.3130.3220.331
2388.900.3100.3180.3270.3360.345
2398.900.3240.3330.3410.3500.359
2408.900.3390.3470.3550.3640.373
2418.900.3540.3620.3700.3780.387
2428.900.3690.3770.3850.3930.401
2438.900.3840.3920.4000.4080.416
2448.900.4000.4080.4150.4230.431