Knock-Out Warrant Calculator

Knock-Out Warrant Calculator

The Knock-Out Warrant Calculator enables live calculation and visualization of knock-out products, turbos, and mini futures (german market specific) directly on the chart – including leverage, profit, loss, and total position value.

How It Works
The script uses a two-point calibration method to calculate the current warrant price in real time:

– You enter two known Bid prices of the product at different underlying levels.
– From this data, the script calculates the product’s delta sensitivity.
– Based on the selected strike / knock-out level and the current underlying price, it determines the current Bid and Ask price of the warrant.

Main Features

– Live price calculation of the warrant based on the underlying’s movement
– Automatic leverage calculation (underlying price / warrant price)
– Investment and profit display in EUR with real-time updates
– Color-coded P/L display – green for profit, red for loss
– Total value display (investment + current profit) for quick overview
– Compact info panel with customizable color, transparency, and font size
– Optional KO line and price scale for visual orientation in the chart

Customization Options

– Freely adjustable panel position (top/bottom, left/right)
– Individual background and text colors
– Adjustable font size for all panel elements
– Customizable number and spacing of displayed price levels

Usage Steps

– Enter the strike (KO level) and select the product type (Call or Put).
– Enter two reference points (underlying + Bid price).
– Adjust spread, panel design, and scale settings.
– Set investment and entry price to calculate live profit/loss.

Purpose
This script is designed for active traders and investors who trade knock-out or turbo products and want to:

– Track the price development of their product directly on the chart
– Understand the leverage effect more precisely
– Monitor profits and losses directly in TradingView – without external tools or spreadsheets

⚠️ Disclaimer ⚠️
This script is intended for informational and demonstration purposes only.
It does not constitute financial advice, or a buy or sell recommendation.
Displayed calculations are based on model values and may deviate from actual market prices.
The author assumes no liability for losses resulting from the use or misinterpretation of this script.
Issuers may use different pricing models that can lead to deviations from the calculated values. Extensive testing and fine-tuning of parameters are recommended to achieve the best possible approximation of the real warrant price.
Trading leveraged products involves significant risk and may result in the total loss of invested capital.