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Non-collateralized Nature of Structured Products

Warrants Calculator

Home   /   Warrants   /   Warrants Speedy Check   /   Warrants Calculator

Warrants Calculator

29936 SG-HKEX@EC2509C

Call / Underlying: 0388 HKEX

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
    421.2
  • Underlying Change
    0.00%
  • Delta
    73.02%
  • Warrant Price
    0.400
  • Warrant Change
    0.00%
  • Effective Gearing7.4X
  • Theta
    -0.447%
  • Vega
    1.525%
  •   
Underlying PriceImplied Volatility
28.31%29.88%31.45%33.02%34.59%
420.000.3710.3810.3910.4020.412
420.200.3720.3820.3930.4030.414
420.400.3740.3840.3940.4050.415
420.600.3750.3850.3960.4060.417
420.800.3770.3870.3970.4080.418
421.000.3780.3880.3990.4090.419
421.200.3800.3900.4000.4100.421
421.400.3810.3910.4010.4120.422
421.600.3830.3930.4030.4130.424
421.800.3840.3940.4040.4150.425