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Input parameters of the options and warrants calculator

In the "Input parameters" section of the options and warrants calculator, you have the following options for configuring your search:

ColumnDescription

Evaluation date

Enter the date on which the evaluation should take place. The date must of course correspond to the rates entered.

Safe short-term interest rate

Enter the safe interest rate for the currency of the warrant here. If a safer interest rate index has been defined for the currency, this is displayed first.

Please also read the section Configure secure interest rates.

Volatility ("Vola")

Enter the (percentage) volatility of the underlying security here.

Interest rate Anl./Dev.

If you want to calculate a warrant on a bond or a foreign currency, enter the percentage interest you can achieve with this "alternative" investment here. In the case of bonds, you generally take their yield; in the case of foreign exchange, the rate for overnight or 30-day money.

Calculate

Use this button to start the calculation with the current settings.

If the input parameters "Safe short-term interest rate", "Interest rate Anl./Dev." or "Volatility" are changed, the key figures are automatically recalculated. If you make changes to other fields, such as the evaluation date, you must restart the calculation using the "Calculate" button.
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