Monday, August 24, 2009

Behaviour of Call Warrants

Warrant prices are determined by the market forces i.e. willing buyer and willing seller. In general, call warrant prices are influenced by the change in (1) underlying security price, (2) risk-free interest rate, (3) Exercise Price, (4) dividends, (5) volatility and (6) tenure or time to maturity.


For more information about call warrants basics
http://warrants.cimb.com/WRT/callWarrants.jsp#b

No comments:

Post a Comment