"Simulation" area
In the "Simulation" area, you can run any scenarios for the development of the values. The "Current" column allows you to directly compare the values.
In the "Simulation" column, sketch the relevant scenario for the development of the warrant. Enter the values that you expect or use the arrow or the sliders to set them. The values and graphics displayed in the Warrant Calculator are analysed with the new data.
You can simulate developments with the following values:
Field | Description |
---|---|
Last price (warrant) | Current and simulated price of the warrant. |
Price underlying | Current and simulated price of the underlying. |
Implied volatility | The current and simulated implied volatility. |
Interest | The current and simulated risk-free market interest rate. |
Dividend yield | Current and simulated dividend yield of the underlying. |
Calculation date | Date for the simulation. The current date is set by default. Use the calendar function to quickly select a different date. |
Exchange rate | Current and simulated exchange rate. |
To delete the entries for simulation and restore the default values, click the "Reset" icon in the header of the "Simulation" area.