Warrant price setting., page-2

  1. 110 Posts.
    when dealing in warrants one has to keep in mind
    the volatility of the underlying intsrument.. early on in the piece when MAY fell sharply and heavily market makers would have cranked up the volatility in the pricing and hence a bigger time/volatility premium was built into the price.. now that the huge volume and sharp price movement days are no longer occuring the volatility of the stock has dropped somewhat..
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