Home   /   Warrants   /   Warrants Speedy Check   /   Warrants Calculator
Non-collateralized Nature of Structured Products

Warrants Calculator

Home   /   Warrants   /   Warrants Speedy Check   /   Warrants Calculator

Warrants Calculator

29619 BIXIAMI@EC2506G

Call / Underlying: 1810 Xiaomi

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
    53
  • Underlying Change
    0.00%
  • Delta
    94.96%
  • Warrant Price
    1.280
  • Warrant Change
    0.00%
  • Effective Gearing3.9X
  • Theta
    -0.525%
  • Vega
    0.070%
  •   
Underlying PriceImplied Volatility
97.61%103.03%108.45%113.87%119.30%
52.701.2421.2471.2521.2571.263
52.751.2471.2511.2561.2621.268
52.801.2521.2561.2611.2661.272
52.851.2571.2611.2661.2711.277
52.901.2621.2661.2711.2761.282
52.951.2661.2711.2751.2811.286
53.001.2711.2751.2801.2851.291
53.051.2761.2801.2851.2901.296
53.101.2811.2851.2901.2951.300
53.151.2861.2901.2941.2991.305