Explore payoffs, risk, and path dependency for structured products.
For education and exploration, not investment advice.
Three steps to simulate structured product outcomes.
Select warrants or factor certificates and set the parameters.
See payoff charts, surfaces, and key metrics as you change inputs.
Run Monte Carlo simulations to explore ranges of possible results.
Explore payoff profiles for options, warrants, and leverage certificates.
Visualize payoff diagrams, break-even points, and downside risk for long and short structures.
See how daily compounding and volatility can impact factor certificates over time.
Understand how delta, gamma, vega, and time decay change with price, volatility, and maturity.
Run simulations to explore ranges of outcomes and compare scenarios under different assumptions.
A practical playground to build intuition about derivatives.
If you are new to options, use the charts to understand how payoffs work and why leverage can amplify gains and losses.
Compare strikes, maturities, and leverage levels. Stress test scenarios and evaluate how volatility and time decay may impact results.
Use it for internal education, product discussions, and quick what-if analysis for structured products.
Quick answers about options, warrants, and factor certificates.
A warrant calculator helps you estimate pricing, payoff, and sensitivities of options and warrants based on inputs like underlying price, strike, volatility, and time to maturity.
Factor products are path dependent. Daily compounding means the result depends on the sequence of returns, not only the start and end price.
Greeks are risk measures that describe how option values change with the underlying price, volatility, time, and interest rates. They help compare positions and understand sensitivities.
No. This tool is for education and exploration. Results are illustrative and depend on assumptions and simplifications.