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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 72,74
Volatility (% p.a.) 20,00
Dividend p.a. (EUR) 0,24
Interest Rate (% p.a.) 2,50
Exchange Rate 1,00
Calculation date 11.04.25
Ask price 0.01
Change (abs.)
Change (in %)
Delta 0.03
Gamma 0.01
Theta -0.00
Vega 0.00


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Scenario Calculator


Parameter Current Values Scenario-Values Change (in %)

Underlying price 72.74
Volatility (5638feb8c308.a.) 20.00
Dividend p.a. 0.24
Interest Rate (5638feb8c308.a.) 2.50
Exchange Rate 1.00
Calculation date 11.04.2025
Ask price 0.01 0.01

Chart


Price dependent on:
Created with Highcharts 8.0.0Ask priceWALBJV3540455055606570758085909510010511000.270.540.811.081.351.621.892.16




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