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

Warrants Calculator

Home   /   Warrants   /   Warrants Speedy Check   /   Warrants Calculator

Warrants Calculator

29923 CTXIAMI@EP2507B

Put / 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
    58.96
  • Underlying Change
    0.02%
  • Delta
    -1.17%
  • Warrant Price
    0.010
  • Warrant Change
    0.00%
  • Effective Gearing6.9X
  • Theta
    -92.649%
  • Vega
    2.134%
  •   
Underlying PriceImplied Volatility
282.28%297.97%313.65%329.33%345.01%
58.660.0050.0070.0100.0140.019
58.710.0050.0070.0100.0140.019
58.760.0050.0070.0100.0140.019
58.810.0050.0070.0100.0140.018
58.860.0050.0070.0100.0140.018
58.910.0050.0070.0100.0140.018
58.960.0050.0070.0100.0140.018
59.010.0050.0070.0100.0140.018
59.060.0050.0070.0100.0140.018
59.110.0050.0070.0100.0130.018