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Non-collateralized Nature of Structured Products

Warrants Calculator

Home   /   Warrants   /   Warrants Speedy Check   /   Warrants Calculator

Warrants Calculator

29845 UBCLIFE@EC2507C

Call / Underlying: 2628 CHINA LIFE

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
    18.72
  • Underlying Change
    0.00%
  • Delta
    21.45%
  • Warrant Price
    0.023
  • Warrant Change
    0.00%
  • Effective Gearing34.9X
  • Theta
    -21.208%
  • Vega
    7.122%
  •   
Underlying PriceImplied Volatility
30.92%32.63%34.35%36.07%37.79%
18.600.0140.0160.0180.0210.023
18.620.0140.0170.0190.0220.024
18.640.0150.0170.0200.0220.025
18.660.0150.0180.0210.0230.026
18.680.0160.0190.0210.0240.027
18.700.0170.0190.0220.0250.028
18.720.0180.0200.0230.0260.029
18.740.0180.0210.0240.0270.030
18.760.0190.0220.0250.0280.031
18.780.0200.0230.0260.0290.032