re: Can someone with knowledge - 4 gawebof Warrant gaweb, sorry for being aggro. But it is you who are wrong even if only just wrong.
You said >>>
its the change in the value of an option for a 1-percentage point increase in implied volatility
<<<
No it is
"the rate of change of the value of the warrant with respect to the volatility of the underlying asset" From "Options, Futures and Other Derivates" by John C Hull page 327 4th ed.
Not the implied vol, the vol of the underlying asset, which is the historic vol.
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