Derivate

Professional warrant calculator with Black-Scholes pricing, scenario matrix, and portfolio tracking. 100% private — all calculations on your device.

Professional warrant calculator with Black-Scholes pricing model.

Calculate theoretical warrant prices, Greeks, and key metrics instantly. Analyze scenarios, track your portfolio, and monitor your watchlist — all privately on your device.

HOW IT WORKS

• Enter underlying price, strike, expiry, and volatility
• Get instant Black-Scholes pricing for call and put warrants
• View Delta, Gamma, Theta, Vega and other Greeks
• Run scenario analysis across price and time dimensions
• Track positions with real-time P&L calculation

SCENARIO MATRIX

Visualize how price changes and time decay affect your warrant. Compare multiple scenarios side by side to make informed decisions.

PORTFOLIO TRACKING

Add positions to your portfolio and track performance with automatic P&L calculation. See your total exposure and individual position details.

WATCHLIST

Monitor warrants you're interested in. Quick access to key metrics and pricing data.

CSV IMPORT

Import warrant data from emittent CSV files for local analysis. All processing happens on your device.

100% PRIVATE

No data collection. No tracking. No analytics. No server communication. All calculations happen locally on your device. Your financial data never leaves your phone.

PROFESSIONAL TOOLS

• Black-Scholes option pricing model
• Full Greeks calculation (Delta, Gamma, Theta, Vega, Rho)
• Implied volatility analysis
• IV Rank indicator
• EUR/USD currency conversion
• PDF export for sharing analysis

PRIVACY & LEGAL

Privacy Policy: https://www.daricate.com/en/derivate/privacy-policy/ Terms of Service: https://www.daricate.com/en/derivate/terms-of-service/