Estimates the theoretical price of a warrant based on your input of the underlying price, date or implied volatility.

Underlying price (MYR)-
Exercise price (MYR)-
Warrant bid (MYR)-
Warrant ask (MYR)-
Exercise ratio-

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.

Underlying price (MYR)
Implied volatility (%)

Note that the warrant’s implied volatility is affected by market related events and/or demand for the warrant.

Simulated results

Underlying price (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.