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