Wednesday, 16 September 2015

Decoding a Warrant Name

Warrant Name
Strike Price
Warrant Type:  European or American
Warrant Class:  Call Warrant or Put Warrant
Expiry Date

Other Terms
Warrant Price
In the Money/At the Money/Out of the Money (Strike Price > or = or < Underlying Price)
Maturity: Short Term < 3 mths, Medium Term 3 to 6 mths, Long Term > 6 mths
Underlying Price
Days to Maturity
Implied Volatility
Interest Rates
Historical Volatility
Conversion Ratio
Outstanding Quantity
Premium:  positive, negative (discount), shrinking
Effective Gearing
Vega, Gamma, Rho
Tick value
Face value
Bid/Ask Spread
Settlement Price

Stock Warrants:  Stock Put, Stock Call
Local Index Warrants:  Index Call Warrant, Index Put Warrant
Foreign Index Warrants:  Call or Put
Currency Warrants

Last Trading Day
Expiry Date
Payout Date

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