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The Warrants-Calculator allows you to simulate different scenarios to find out, how the value of your Structured Product will move if the underlying price or another parameter (e.g. implied volatility) changes.

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Parameter Current Scenario 1 Scenario 2 Scenario 3 Scenario 4
Underlying price 11.472,52
Volatility (% p.a.) 21,54
Dividend p.a. (EUR) -0,04
Interest Rate (% p.a.) 2,50
Exchange Rate 1,00
Calculation date 14.04.25
Ask price 1.20
Change (abs.)
Change (in %)
Delta -0.37
Gamma 0.00
Theta -0.00
Vega 0.07


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Parameter Current Values Scenario-Values Change (in %)

Underlying price 11472.52
Volatility (559965be2ba8.a.) 21.54
Dividend p.a. -0.04
Interest Rate (559965be2ba8.a.) 2.50
Exchange Rate 1.00
Calculation date 14.04.2025
Ask price 1.20 1.20

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