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 Bargains as of November 9, 2007

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Black-Scholes analysis (no dividends)

Black-Scholes analysis (with dividends)

Warrants binomial model calculator

 
                Stocks in  1 Month        
  Canadian Expiration Exercise Exercise   Wts  Price the money Historic   Fair   Top 10 by
Company Name Warrant Date Price Price Leverage per     of   (Intrinsic Volatility Warrant Market Potential % Potential
  Symbol   US$ Cdn$   Share Common Value) Annualized Price Value Gain Gain
Acuity Small Cap ASF.WT  15-Jan-10   $12.00 31.85 1 8.6 -3.4 52.5% 0.27 $1.98 633% 4
Ascendant Copper Corp ACX.WT  21-Nov-10   $2.50 5 1 0.2 -2.3 122.9% 0.04 $0.07 75%  
Ascendant Copper Corp ACX.WT.A  22-Jun-09   $0.65 5.71 1 0.2 -0.45 122.9% 0.035 $0.07 100%  
Bankers Petroleum BNK.WT.A  01-Mar-12   $0.90 2.3 1 0.85 -0.05 103.7% 0.37 $0.63 70%  
Canadian Income Mgmt Tr CNM.WT  28-Feb-12   $2.60 7 1 0.28 -2.32 183.7% 0.04 $0.24 500% 7
Coalcorp Mining CCJ.WT.A  17-Aug-11   $8.40 13.35 1 2.67 -5.73 63.8% 0.2 $0.61 205% 9
Copernican British Banks Fund CBB.WT  14-Jun-10   $10.00 31 1 7.75 -2.25 58.7% 0.25 $2.53 912% 2
Energentia Resources ENR.WT  14-Feb-09   $0.75 7.5 1 0.225 -0.53 115.3% 0.03 $0.05 67%  
Enervest Energy and Oil Sands  EOS.WT 02-Oct-08   $8.70 21.73 1 8.91 0.21 16.0% 0.41 $0.87 112%  
Focused Global Trends Fund FTF.WT  30-Jul-10   $10.25 33.83 1 8.12 -2.13 56.6% 0.24 $2.69 1021% 1
Focused Global Trends Fund FTF.WT  30-Jan-09   $10.25 33.83 1 8.12 -2.13 56.6% 0.24 $1.52 533% 5
Gold Point Energy Corp GPE.WT  29-Dec-08   $0.50 5.45 1 0.3 -0.2 117.1% 0.055 $0.10 82%  
Katanga Mining KAT.WT  20-Nov-11   $8.50 1.87 1 16.99 8.49 141.2% 9.09 $15.34 69%  
Lateegra LRG.WT  01-Dec-08   $1.50 14.25 1 0.285 -1.22 228.1% 0.02 $0.15 650% 3
M A C C's Sustainable  MYT.wt.a 13-Dec-07   $8.00 157.4 1 7.87 -0.13 34.9% 0.05 $0.29 480% 8
Markland AGF Precious Metals MPM.WT  10-Jul-10   $10.25 6.45 1 10 -0.25 33.3% 1.55 $2.57 66%  
Medical Intelligence Tech MIZ.WT.A  20-Oct-08   $0.85 7.69 1 0.5 -0.35 102.5% 0.065 $0.12 85%  
New Gold Inc. NGD.WT.A  28-Jun-17   $15.00 4.24 1 6.95 -8.05 48.8% 1.64 $3.39 107%  
Oilsands Canada Corp OCF.WT  31-Jul-10   $10.25 9.55 1 9.74 -0.51 30.5% 1.02 $2.31 126%  
Pinetree Capital PNP.WT  16-Apr-12   $15.00 4.07 1 5.99 -9.01 85.9% 1.47 $3.00 104%  
S M T C Mfg Corp of Can SMX.WT  04-Mar-09   $9.25 9.8 5 2.45 -6.8 140.1% 0.05 $0.15 200% 10
Southern Era Diamonds SDM.WT 17-Nov-08   $2.00 39 1 0.39 -1.61 133.3% 0.01 $0.06 500% 6
Urbana URB.WT  11-Jan-09   $3.75 4.28 1 4.71 0.96 63.7% 1.1 $1.80 64%  
Urbana URB.WT.A  12-Jul-09   $3.75 3.77 1 4.71 0.96 63.7% 1.25 $2.03 62%  
Visible Gold Mines VGD.WT  17-Jul-09   $0.50 5.4 1 0.27 -0.23 96.7% 0.05 $0.09 80%  

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Notes

 

1) AEM and MGT's warrants and trade in US funds. They have been converted to Cdn$ for calculations.

 

2) DML and SVM's share price has been adjusted to reflect multiple shares.

 

3) IMG.WT, K.WT.B, YRI.WT.B and YRI.WT.C's exercise price has been adjusted to reflect the multiple needed to exercise.

 

The intrinsic value is market price of shares minus exercise price of warrant.

 

Fair market value is calculated using the Binominal American calculations on *historic volatility for the past month annualized.

 

Leverage is market price of shares divided by market price of warrant.

 

*Historic volatility is the deviation of the stock price over a one month, multiplied by  (262 days) to produce an annualized volatility level.A volatile market therefore has a larger standard deviation of stock price and therefore gives  the warrants a higher value. High volatility mayshow a reversal in a trend or could be a reaction to news put out by the company. High volatility can cause sharp price reversals.

 

***All comments are based on calculations alone and not a recommendation to buy. Fair is 10% either way, undervalued is 11% - 50%, bargain over 50%. Overvalued is 11% - 50% over and very over valued is over 50%.

 

Good sites for US warrants are:

Amex Stock Warrants

NYSE Stock Warrants

Nasdaq Stock Warrants W

Nasdaq Stock Warrants Z

OTCBB Stock Warrants W

OTCBB Stock Warrants Z

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http://www.equitywatcher.com/