May 18 2010, 11:53 AM
QUOTE(kwtan123 @ May 18 2010, 11:48 AM)
New to the warrant calc tools (http://www.nagawarrants.com/warrants_calc.html)
Anyone know what is these means?
Input
Current Share Price : RM
Interest Rate : %
Dividend Rate %
Implied Volatility %
I try to put the interest rate, div rate, and implied valatility to zero, the calculation for warrant will be different as default.
Thanks for help in advanced.
Warrant (especially call warrant) cost nothing if the volatility is 0, because most of the money made by warrant in share price volatility. If you put the volatility to 0, then the premium should be 0 also, then the whole calculation become inconsistent.Anyone know what is these means?
Input
Current Share Price : RM
Interest Rate : %
Dividend Rate %
Implied Volatility %
I try to put the interest rate, div rate, and implied valatility to zero, the calculation for warrant will be different as default.
Thanks for help in advanced.
Quote
Need to dig out my notes for that (and I am not going to do that 
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