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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 88,18
Volatility (% p.a.) 120,05
Dividend p.a. (EUR) 9,06
Interest Rate (% p.a.) 2,50
Exchange Rate 1,08
Calculation date 14.04.25
Ask price 0.43
Change (abs.)
Change (in %)
Delta 0.44
Gamma 0.01
Theta -0.01
Vega 0.01


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Scenario Calculator


Parameter Current Values Scenario-Values Change (in %)

Underlying price 88.18
Volatility (559205560148.a.) 120.09
Dividend p.a. 9.06
Interest Rate (559205560148.a.) 2.50
Exchange Rate 1.08
Calculation date 14.04.2025
Ask price 0.43 0.43

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Price dependent on:
Created with Highcharts 8.0.0Ask priceVOZSJB40455055606570758085909510010511011512012513013500.210.420.630.841.051.261.471.68




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