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Non-collateralized Nature of Structured Products

Warrants Calculator

Home   /   Warrants   /   Warrants Speedy Check   /   Warrants Calculator

Warrants Calculator

29670 HSCPAIR@EC2605A

Call / Underlying: 0293 CATHAY PAC AIR

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
    10.5
  • Underlying Change
    0.00%
  • Delta
    40.97%
  • Warrant Price
    0.156
  • Warrant Change
    0.00%
  • Effective Gearing4.7X
  • Theta
    -0.360%
  • Vega
    3.730%
  •   
Underlying PriceImplied Volatility
37.84%39.95%42.05%44.15%46.26%
10.380.1130.1300.1460.1630.180
10.400.1150.1310.1480.1650.182
10.420.1160.1330.1500.1660.183
10.440.1180.1340.1510.1680.185
10.460.1190.1360.1530.1700.187
10.480.1210.1380.1540.1710.188
10.500.1220.1390.1560.1730.190
10.520.1240.1410.1580.1750.192
10.540.1250.1420.1590.1760.194
10.560.1270.1440.1610.1780.195