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 | - |
Expiry | - |
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) | |
Date | |
Implied volatility (%) | |
Note that the warrant’s implied volatility is affected by market related events and/or demand for the warrant.
Underlying price (MYR) | - | Delta (%) | - |
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Underlying change (%) | 0.00 | Effective gearing (x) | - |
Warrant bid price (MYR) | - | ||
Change (%) | 0.0 |
Date | - | - | - | - | - |
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- | - | - | - | - | - |
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The simulated results above are indicative only.
All market data is delayed 15 mins unless otherwise indicated by timestamp.
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