Estimates the theoretical price of a warrant based on your input of the underlying price, date or implied volatility.
|Exercise price (MYR)||-|
|Warrant bid (MYR)||-|
|Warrant ask (MYR)||-|
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.
|Underlying change (%)||0.00||Effective gearing (x)||-|
|Warrant bid price (MYR)||-|
The simulated results above are indicative only.
All market data is delayed 15 mins unless otherwise indicated by timestamp.