HSML_tn.SI

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

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Underlying price-
Bid volume-
Warrant bid-
Warrant ask-
Ask volume-
Traded volume('000)-

Input field

Underlying price
Implied volatility (%)
Date

Simulated results

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

DW prices at different implied volatility levels

Underlying price Warrant price
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The price above is only indicative.