CWHI_t142.KL
Warrant calculator
Estimates the theoretical price of a warrant based on your input of the underlying price, date or implied volatility.
| (MYR) | - |
|---|---|
| Exercise price (MYR) | - |
| Warrant bid (MYR) | - |
| Warrant ask (MYR) | - |
| Exercise ratio | - |
| Expiry | - |
Input field
Move the sliders to estimate the price of the warrant (shown under “Simulated results”) based on:
1. your view of where the underlying will move to,
2. the date until which you intend to hold the warrant, and
3. your view of the warrant’s implied volatility.
Tip: Change only the date, and keep the underlying price and implied volatility unchanged to estimate time decay.
Note that the warrant’s implied volatility is affected by market related events and/or demand for the warrant.
Simulated results
| (MYR) | - | Delta (%) | - |
|---|---|---|---|
| Underlying change (%) | 0.00 | Effective gearing (x) | - |
| Warrant bid price (MYR) | - | ||
| Change (%) | 0.0 |
DW prices at different implied volatility levels
The simulated results above are indicative only.
All market data is delayed 15 mins unless otherwise indicated by timestamp.
