re: calc warrant values? ... blackgold Hi Blackgold, warrants use BS/Bin Option Pricing Models to calculate FAIR VALUE.
I have not crunched Overseas Call Warrants such as XDOWOB but assume as these are Issued (CTM) they are price in a similiar fashion.
You could drop an OPM on this Warrant and 'look-back' to see if it fits.
Remember that I/Vol is a factor reflecting Market sentiment.
Cheers ...
This is only my view ... read the red stuff.
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