Derivate
Warrant Calculator · Greeks
Free · Designed for iPad. Not verified for macOS.
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/
Ratings & Reviews
- This app hasn’t received enough ratings or reviews to display an overview.
The developer, Daricate Developments, indicated that the app’s privacy practices may include handling of data as described below. For more information, see the developer’s privacy policy .
Data Not Collected
The developer does not collect any data from this app.
Accessibility
The developer has not yet indicated which accessibility features this app supports. Learn More
Information
- Seller
- David Julian Beyer
- Size
- 54.3 MB
- Category
- Finance
- Compatibility
Requires iOS 15.1 or later.
- iPhone
Requires iOS 15.1 or later. - iPad
Requires iPadOS 15.1 or later. - iPod touch
Requires iOS 15.1 or later. - Mac
Requires macOS 12.0 or later and a Mac with Apple M1 chip or later. - Apple Vision
Requires visionOS 1.0 or later.
- iPhone
- Languages
- English
- Age Rating
4+
- 4+
- Copyright
- © 2026 Daricate Developments