Based on the Black-Scholes method of calculating a warrant value, the instalment warrant price you mention would be correct if the implied volatility of NAB was around 29%.
Given the way the market has been bouncing around over the last few months, I would be surprised if that was not correct.
Based on the Black-Scholes method of calculating a warrant...
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Last
$36.69 |
Change
0.730(2.03%) |
Mkt cap ! $113.7B | |||
| Open | High | Low | Value | Volume |
| $36.28 | $36.72 | $36.19 | $142.5M | 3.892M |
Buyers (Bids)
| No. | Vol. | Price($) |
|---|---|---|
| 1 | 10000 | $36.64 |
Sellers (Offers)
| Price($) | Vol. | No. |
|---|---|---|
| $36.70 | 3228 | 3 |
View Market Depth
| Last trade - 16.10pm 25/06/2024 (20 minute delay) ? |
| NAB (ASX) Chart |