HSML_tw.SI

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

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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.

Tip: Move only the date slider and keep the underlying price unchanged to estimate time decay.

Underlying price
Implied volatility (%)
Date

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.