HSML_t61.SI

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

-
Underlying price-
Warrant bid-
Warrant ask-

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, and

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
Date
Volatility (%)

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

Simulated results

DW prices at different implied volatility levels

Underlying price Warrant price
- -
Warrant bid price (SGD)- Exercise price (SGD)-
Underlying change (%)0.00 Delta (%)-
Underlying price (SGD)- Effective gearing (X)-
Change (%)0.0 Expiry-

The price above is only indicative.