What are the principal terms in a Call Warrant?
What are the principal terms in a Call Warrant?
- Issuer
- Underlying Asset (e.g. share, a basket of shares, or an index)
- Warrant Type (i.e. Call or Put)
- Warrant Style (e.g. European or American)
- Exercise Price (or Strike Price)
- Expiry Date
- Entitlement or Conversion Ratio (e.g. 1 warrant entitled to 1 share)
- Settlement Method (i.e. either physical settled or cash settled)
- Warrant Price (from which values for Premium, Gearing, Implied volatility, Delta, etc. are derived)
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Tagged with: Call or Put • call warrant • cash settled • Entitlement or Conversion Ratio • Exercise Price • Expiry Date • Gearing • Implied volatility • Issuer • Settlement Method • Strike Price • Underlying Asset • Warrant Price • Warrant Style • Warrant Type
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