New chat forum |
New Turbo Bulletin Board | |
|
![]() |
Warrant Values as of July 27th 2007 Company Fundamentals- Market Cap, P/E and EPS Investing books available on Amazon.ca
(To sort click on the column headings in blue)
Warrants | ||||||||||||||||
COMPANY NAME | Stocks in | 1 Month | ||||||||||||||
(click on the company name for | U. S. | Canadian | U. S. | Canadian | Expiration | Exercise | Warrants | Price | the money | Historic | Fair | |||||
number of warrants trading, | Symbol | Stock | Symbol | Warrant | Date | Price | per | Leverage | of | (Intrinsic | Volatility | Warrant | Market | Comments | ||
company website and warrant PRs.) | Stock | Symbol | Warrant | Symbol | Cdn$ | Share | Common | Value) | Annualized | Price | Value | |||||
Chariot Resources | CHDSF | T.CHD | T.CHD.wt | 22-Dec-06 | $0.35 | 1 | 2.29 | $0.64 | 0.29 | 45 | $0.28 | $0.29 | Fair Value | |||
HALO Resources | HLOSF | V.HLO | V.HLO.wt.A | 23-Dec-06 | $1.50 | 1 | 12.67 | $0.38 | -1.12 | 91 | $0.03 | $0.01 | Very Overvalued | |||
HALO Resources | HLOSF | V.HLO | V.HLO.wt.B | 23-Dec-06 | $1.35 | 1 | 19 | $0.38 | -1.19 | 91 | $0.02 | $0.01 | Very Overvalued | |||
Nventa Biopharmaceuticals | NVN.TO | NVN.wt.TO | 23-Dec-06 | $2.44 | 1 | 17 | $0.17 | -2.27 | 40 | $0.01 | $0.01 | Fair Value | ||||
Northgate Minerals Corp | NXG | T.NGX | NGOWF.PK | T.NGX.wt | 28-Dec-06 | $3.00 | 1 | 5.85 | $3.63 | 0.63 | 29 | $0.62 | $0.48 | Overvalued | ||
Northgate Minerals Corp | NXG | T.NGX | T.NGX.wt.a | 28-Dec-06 | $3.00 | 1 | 6.15 | $3.63 | 0.63 | 29 | $0.59 | $0.48 | Overvalued | |||
RepeatSeat Ltd | RPS.V | RPS.wt.V | 31-Dec-06 | $1.25 | 1 | 35 | $0.35 | -0.18 | 64 | $0.01 | $0.01 | Fair Value | ||||
C A Bancorp | BKP.V | BKP.wt.V | 26-Jan-07 | $3.00 | 1 | 15.5 | $0.31 | -2.69 | 83 | $0.02 | $0.01 | Very Overvalued | ||||
Decision Dynamics Tchnlgy | DDY.V | DDY.wt.V | 29-Jan-07 | $0.70 | 1 | 16 | $0.16 | -0.54 | 195 | $0.01 | $0.01 | Fair Value | ||||
Marifil Mines Ltd | V.MFM | V.MFM.wt | 3-Feb-07 | $0.70 | 1 | 10 | $0.60 | -0.10 | 74 | $0.06 | $0.04 | Overvalued | ||||
Golden Star Resources | GSS | T.GSC | GSRWF.PK | T.GSC.wt.a | 14-Feb-07 | $4.60 | 1 | 14.54 | $3.49 | -1.11 | 32 | $0.24 | $0.01 | Very Overvalued | ||
MACCs Sustainable Yield | MYT-UN.TO | MYT.wt | 15-Feb-07 | $8.64 | 1 | 89.44 | $8.05 | -0.59 | 9 | $0.09 | $0.01 | Very Overvalued | ||||
Aumega Discoveries Ltd | AUMGF | V.AUM | V.AUM.wt | 16-Feb-07 | $0.45 | 1 | 8.25 | $0.33 | -0.12 | 122 | $0.04 | $0.03 | Overvalued | |||
Opta Minerals Inc | OPM.TO | OPM.wt.TO | 17-Feb-07 | $5.00 | 1 | 32 | $3.52 | -1.48 | 16 | $0.11 | $0.01 | Very Overvalued | ||||
Dejour Enterprises Ltd | DJEEF | V.DJE | V.DJE.wt | 17-Mar-07 | $0.80 | 1 | 1.52 | $2.48 | 1.68 | 110 | $1.63 | $1.70 | Fair Value | |||
Blue Pearl Mining | BLEFF | T.BLE | T.BLE.wt | 22-Mar-07 | $0.70 | 1 | 1.1 | $9.80 | 9.10 | 40 | $8.92 | $9.11 | Fair Value | |||
Gabriel Resources Ltd | GBRRF | T.GBU | T.GBU.wt | 31-Mar-07 | $2.75 | 1 | 2.07 | $4.85 | 2.10 | 34 | $2.34 | $2.14 | Fair Value | |||
Tranzeo Wireless Tchnlgys | TZWLF.PK | TZT.TO | TZT.wt.TO | 3-Apr-07 | $2.50 | 1 | 4.79 | $2.01 | -0.49 | 117 | $0.42 | $0.36 | Overvalued | |||
![]()
|
GACHF | T.GCE | T.GCE.wt | 5-Apr-07 | $3.40 | 1 | 8.78 | $0.79 | -2.61 | 50 | $0.09 | $0.01 | Very Overvalued | |||
HMZ Metals Inc. | T.HMZ | T.HMZ.wt | 6-Apr-07 | $0.50 | 1 | 3.5 | $0.07 | -0.43 | 272 | $0.02 | $0.01 | Very Overvalued | ||||
Benton Resources | V.BTC | V.BTC.wt | 13-Apr-07 | $0.40 | 1 | 6 | $0.36 | -0.04 | 98 | $0.06 | $0.07 | Undervalued | ||||
![]() ![]() ![]()
|
WIS.TO | WIS.wt.TO | 19-Apr-07 | $3.00 | 2 | 35.33 | $1.06 | -2.55 | 105 | $0.03 | $0.01 | Very Overvalued | ||||
Centrasia Mining Corp | CTMHF | V.CTM | V.CTM.wt | 28-Apr-07 | $0.78 | 2 | 3.33 | $0.80 | 0.02 | 37 | $0.12 | $0.05 | Very Overvalued | |||
Petrolifera Petroleum Ltd | T.PDP | T.PDP.wt | 3-May-07 | $3.00 | 1 | 1.24 | $18.51 | 15.51 | 90 | $14.97 | $13.15 | Overvalued | ||||
![]()
|
URPTF.pk | T.U | URPTF.pk | T.U.wt | 10-May-07 | $6.25 | 1 | 2.01 | $12.28 | 6.03 | 50 | $6.11 | $6.17 | Fair Value | ||
Las Vegas From Home.com | LVH.V | LVH.wt.V | 13-May-07 | $1.00 | 1 | 18 | $0.18 | -0.82 | 105 | $0.01 | $0.01 | Fair Value | ||||
Silverstone Corporation | V.SST | V.SST.wt | 7-Jun-07 | $1.80 | 1 | 5.03 | $1.51 | -0.29 | 102 | $0.30 | $0.34 | Undervalued | ||||
Canadian General Inv. Ltd | CGRIF | T.CGI | T.CGI.wt | 30-Jun-07 | $5.22 | 1 | 1.21 | $29.00 | 23.78 | 19 | $23.95 | $23.92 | Fair Value | |||
Peregrine Diamonds | V.PGD | V.PGD.wt | 16-Jul-07 | $7.00 | 1 | 15.22 | $1.37 | -5.63 | 75 | $0.09 | $0.01 | Very Overvalued | ||||
Pacific Stratus Energy | PVLVF | V.PSE | PSE.wt.V | 20-Jul-07 | $3.00 | 1 | 1.54 | $6.70 | 3.70 | 47 | $4.36 | $3.62 | Overvalued | |||
Spur Ventures | SPVEF | T.SVU | T.SVU.wt | 28-Jul-07 | $2.00 | 1 | 3.65 | $0.62 | -1.38 | 68 | $0.17 | $0.01 | Very Overvalued | |||
Colibri Resource Corp | V.CBI | V.CBI.wt | 28-Jul-07 | $0.30 | 1 | 3.4 | $0.17 | -0.13 | 136 | $0.05 | $0.04 | Overvalued | ||||
Welton Energy | WLEYF | T.WLT | WLT.wt.TO | 4-Aug-07 | $1.75 | 1 | 6.07 | $0.91 | -0.84 | 62 | $0.15 | $0.03 | Very Overvalued | |||
Newstrike Resource | V.NR | V.NR.wt | 4-Aug-07 | $0.50 | 1 | 4 | $0.40 | -0.10 | 122 | $0.10 | $0.14 | Bargain | ||||
Medical Intelligence Tech | MIZ.TO | MIZ.wt.V | 28-Sep-07 | $0.75 | 1 | 4.41 | $0.75 | 0.00 | 63 | $0.17 | $0.18 | Fair Value | ||||
Palmarejo Silver & Gold | V.PJO | V.PJO.wt | 19-Oct-07 | $12.50 | 1 | 13.49 | $8.50 | -4.00 | 32 | $0.63 | $1.30 | Bargain | ||||
Titan Uranium | TUEFF | V.TUE | TUE.wt.A.V | 21-Oct-07 | $0.37 | 1 | 2.06 | $2.78 | 2.41 | 62 | $1.35 | $2.78 | Bargain | |||
Endeavour Silver Corp | EDRGF | T.EDR | T.EDR.wt | 24-Oct-07 | $5.25 | 1 | 2.78 | $4.36 | 0.11 | 53 | $1.57 | $0.63 | Very Overvalued | |||
Bema Gold Corp | BGO | T.BGO | BMGDF.PK | T.BGO.wt | 27-Oct-07 | $1.90 | 1 | 1.39 | $5.74 | 3.84 | 34 | $4.12 | $3.92 | Fair Value | ||
Anico Eagle | AEM | T.AEM | T.AEM.wt.u | 14-Nov-07 | $19.00 | $22.00 | 1 | 1.71 | $47.20 | 25.20 | 38 | $27.67 | $26.23 | Fair Value | ||
Kinross | KGC | T.K | T.K.wt | 5-Dec-07 | $5.00 | 3 | 3.65 | $13.46 | 8.46 | 33 | $1.23 | $0.27 | Very Overvalued | |||
Tiomin Resources | TMIRF | T.TIO | T.TIO.wt | 7-Dec-07 | $1.35 | 1 | 4.75 | $0.19 | -1.16 | 156 | $0.04 | $0.02 | Very Overvalued | |||
Yellow Pages Income Fund | YLWPF.PK | YLO-UN.TO | YLO.WT.TO | 14-Dec-07 | $17.50 | 1 | 219.5 | $13.17 | -4.33 | 11 | $0.06 | $0.01 | Very Overvalued | |||
Mesa Uranium Corp | MSAUF | V.MZU | V.MZU.wt | 21-Dec-07 | $0.75 | 1 | 2.52 | $0.63 | -0.12 | 124 | $0.25 | $0.27 | Fair Value | |||
Jaguar Mining | JAGNF | T.JAG | T.JAG.wt | 31-Dec-07 | $4.50 | 1 | 2.17 | $6.85 | -2.72 | 18 | $3.15 | $2.58 | Overvalued | |||
KidsFutures Inc | FUT.V | FUT.wt.V | 7-Jan-08 | $1.15 | 1 | 11 | $0.11 | -1.04 | 153 | $0.01 | $0.01 | Fair Value | ||||
Nova Gold Resources | NG | T.NG | T.NG.wt.A | 7-Jan-08 | $12.10 | 1 | 2.53 | $18.50 | 6.40 | 53 | $7.30 | $7.60 | Fair Value | |||
Pan American Silver | PAAS | T.PAA | PAAWF | T.PAA.wt | 20-Feb-08 | $12.00 | 1 | 1.64 | $28.80 | 16.80 | 32 | $17.60 | $17.71 | Fair Value | ||
Silverwing Energy Inc | SVW.TO | SVW.wt.TO | 22-Feb-08 | $2.25 | 1 | 14.38 | $1.15 | -1.10 | 75 | $0.08 | $0.16 | Bargain | ||||
New Gold Inc. | NGD | T.NGD | T.NGD.wt | 28-Feb-08 | $12.00 | 1 | 6.65 | $8.98 | -3.02 | 32 | $1.35 | $0.29 | Very Overvalued | |||
Strait Gold Corp | SRD.V | V.SRD.wt | 20-Apr-08 | $0.30 | 1 | 1.36 | $0.34 | 0.04 | 56 | $0.25 | $0.11 | Very Overvalued | ||||
Eastern Platinum Limited | ELRFF | T.ELR | T.ELR.wt | 25-Apr-08 | $2.00 | 1 | 2.05 | $1.25 | ![]() ![]()
|
58 | $0.61 | $0.17 | Very Overvalued | |||
Minco Silver | MSV.TO | MSV.wt.TO | 18-May-08 | $3.45 | 1 | 3.93 | $2.75 | -0.70 | 29 | $0.70 | $0.70 | Fair Value | ||||
International Minerals Corp | IMZLF | T.IMZ | T.IMZ.wt | 19-May-08 | $6.88 | 1 | 6.47 | $5.50 | -1.38 | 32 | $0.85 | $0.52 | Overvalued | |||
Northern Orion Resources | NTO | T.NNO | NTWWF.PK | T.NNO.wt | 29-May-08 | $2.00 | 1 | 1.62 | $4.35 | 2.35 | 35 | $2.69 | $2.77 | Fair Value | ||
Nevsun Resources | NSU | T.NSU | T.NSU.wt | 29-Jun-08 | $3.25 | 1 | 2.71 | $2.68 | -0.57 | 43 | $0.99 | $0.57 | Overvalued | |||
Khan Resources | KHRIF | T.KRI | T.KRI.wt | 2-Aug-08 | $1.90 | 1 | 2.38 | $3.09 | 1.19 | 38 | $1.30 | $1.40 | Fair Value | |||
Iamgold | IMG | T.IMG | T.IMG.wt | 12-Aug-08 | $3.75 | 2.381 | 2.8 | $10.01 | 6.26 | 33 | $1.50 | $2.76 | Bargain | |||
Australian Solomons Gold | T.SGA | T.SGA.wt | 28-Aug-08 | $1.71 | 1 | 4 | $1.40 | -0.31 | 14 | $0.35 | $0.04 | Very Overvalued | ||||
First Capital Realty | FCR.TO | FRC.wt.TO | 31-Aug-08 | $0.55 | 1 | nt | $0.70 | 0.15 | 21 | ? | $16.03 | Very Overvalued | ||||
Neo Material Tchnlgys Inc | NEM.TO | NEM.wt.TO | 31-Aug-08 | $3.00 | 1 | 3.51 | $2.28 | -0.72 | 45 | $0.65 | $0.57 | Overvalued | ||||
Rio Narcea Gold | RNO | T.RNG | RNWTF.PK | T.RNG.wt | 11-Sep-08 | $5.00 | 1 | 6.93 | $3.05 | -0.39 | 32 | $0.44 | $0.14 | Very Overvalued | ||
Uranium Participation | URPTF.pk | URPZF.pk | T.U.wt | 14-Sep-08 | $12.00 | 1 | 2.9 | $12.28 | 0.28 | 50 | $4.24 | $3.70 | Overvalued | |||
Nova Gold Resources | NG | T.NG | NGRWF.PK | T.NG.wt | 1-Oct-08 | $7.00 | 1 | 1.49 | $18.50 | ![]()
|
53 | $12.45 | $12.66 | Fair Value | ||
Nevsun Resources | NSU | T.NSU | T.NSU.wt.a | 24-Oct-08 | $3.00 | 1 | 2.73 | $2.68 | -0.32 | 43 | $0.98 | $0.74 | Overvalued | |||
Endeavour Mining Cap | EDVMF | T.EDV | EDVWF.PK | T.EDV.wt | 10-Nov-08 | $5.50 | 1 | 2.5 | $7.56 | 2.06 | 41 | $3.03 | $3.02 | Fair Value | ||
Southern Era Diamonds | SDMFF | T.SDM | T.SDM.wt | 11-Nov-08 | $2.00 | 1 | 3.56 | $0.32 | -1.68 | 53 | $0.09 | $0.01 | Very Overvalued | |||
Yamana Gold | AUY | T.YRI | T.YRI.wt.A | 20-Nov-08 | $4.17 | 1.666667 | 1.35 | $14.58 | 4.58 | 46 | $6.46 | $6.49 | Fair Value | |||
Glencairn Gold Corp | GLE | T.GGG | GLECW.PK | T.GGG.wt | 26-Nov-08 | $1.25 | 1 | 2.89 | $0.55 | -0.70 | 35 | $0.19 | $0.01 | Very Overvalued | ||
Metallica Resources | MRB | T.MR | MRBWF.PK | T.MR.wt | 11-Dec-08 | $3.10 | 1 | 2.34 | $4.43 | 1.33 | 22 | $1.89 | $1.66 | Overvalued | ||
European Minerals Corp | EPMCF | T.EPM | EPMFJ.pk | T.EPM.wt | 23-Dec-08 | $1.20 | 1 | 1.8 | $0.90 | -0.30 | 58 | $0.50 | $0.23 | Very Overvalued | ||
Explorations Minieres du Nord | T.MDN | T.MDN.wt | 14-Jan-09 | $1.20 | 1 | 2.7 | $1.62 | 0.42 | 63 | $0.60 | $0.79 | Undervalued | ||||
Breakwater Resources | BWLRF | T.BWR | T.BWR.wt | 28-Jan-09 | $1.00 | 1 | 1.68 | $2.02 | 1.02 | 46 | $1.20 | $1.17 | Fair Value | |||
Envoy Communs Group Inc | ECG.TO | ECG.wt.TO | 20-Feb-09 | $9.00 | 1 | 148 | $2.96 | -6.04 | 14 | $0.02 | $0.01 | Very Overvalued | ||||
SMTC Mfg Corp of Canada | SMX.TO | SMX.wt.TO | 4-Mar-09 | $9.25 | 1 | 103.33 | $3.10 | -6.15 | 105 | $0.03 | $1.09 | Bargain | ||||
Metallic Ventures Gold | MTLVF | T.MVG | T.MVG.wt | 17-Mar-09 | $10.00 | 1 | 3.96 | $1.78 | -8.22 | 59 | $0.45 | $0.04 | Very Overvalued | |||
Eastern Platinum Limited | ELRFF | T.ELR | T.ELR.wt.A | 28-Mar-09 | $1.80 | 1 | 2.84 | $1.25 | -0.55 | 58 | $0.44 | $0.32 | Overvalued | |||
Baja Mining Corp | BAJFF | V.BAJ | V.BAJ.wt | 19-Apr-09 | $1.15 | 1 | 1.42 | $1.26 | 0.11 | 69 | $0.89 | $0.71 | Overvalued | |||
Erdene Gold | T.ERD | T.ERD.wt | 15-Jun-09 | $1.60 | 1 | 3.36 | $0.74 | -0.86 | 79 | $0.22 | $0.22 | Fair Value | ||||
Silver Wheaton | SLW | T.SLW | SLWWF | T.SLW.wt | 5-Aug-09 | $4.00 | 5 | 1.41 | $11.99 | 7.99 | 39 | $1.70 | $1.70 | Fair Value | ||
IMA Exploration | IMR | V.IMR | V.IMR.wt | 14-Sep-09 | $3.45 | 1 | 4.2 | $0.63 | -2.82 | 40 | $0.15 | $0.01 | Very Overvalued | |||
Bankers Petroleum | BNKFF | T.BNK | T.BNK.wt | 14-Oct-09 | $0.95 | 1 | 1.92 | $0.71 | -0.24 | 67 | $0.37 | $0.25 | Overvalued | |||
TORR Canada Inc | TOR.TO | TOR.wt.TO | 2-Nov-09 | $0.65 | 1 | 2 | $0.86 | ![]()
|
79 | $0.43 | $0.52 | Undervalued | ||||
Denison Mines | DNMIF | T.DML | T.DML.wt | 24-Nov-09 | $15.00 | 1 | 0.59 | $10.95 | -4.05 | 62 | $18.45 | $3.91 | Very Overvalued | |||
Silver Wheaton | SLW | T.SLW | SLWAF | T.SLW.wt.a | 30-Nov-09 | $5.50 | 5 | 1.57 | $11.99 | 6.49 | 39 | $1.53 | $1.49 | Fair Value | ||
Northern Orion Resources | NTO | T.NNO | NTOWF.PK | T.NNO.wt.a | 17-Feb-10 | $6.00 | 1 | 3.04 | $4.35 | -1.65 | 35 | $1.43 | $0.81 | Overvalued | ||
IMA Exploration | IMR | V.IMR | V.IMR.wt.A | 21-Mar-10 | $3.80 | 1 | 6.3 | $0.63 | -3.17 | 40 | $0.10 | $0.01 | Very Overvalued | |||
European Minerals Corp | EPMCF | T.EPM | EPMWF.pk | T.EPM.wt.a | 11-Apr-10 | $1.20 | 1 | 1.91 | $0.90 | -0.30 | 58 | $0.47 | $0.33 | Overvalued | ||
Avnel Gold Mining | T.AVK | T.AVK.wt | 30-Jun-10 | $1.06 | 1 | 1.47 | $0.87 | -0.19 | 24 | $0.59 | $0.15 | Very Overvalued | ||||
Ascendant Copper Corp | T.ACX | T.ACX.wt | 21-Nov-10 | $2.50 | 1 | 4.77 | $0.62 | -1.88 | 114 | $0.13 | $0.55 | Bargain | ||||
Silver Wheaton | SLW | T.SLW | SLWBF | T.SLW.wt.b | 22-Dec-10 | $10.00 | 1 | 1.79 | $11.99 | 1.99 | 39 | $6.68 | $2.27 | Very Overvalued | ||
Coalcorp Mining | CCJ.TO | V.CCJ.wt | 7-Feb-11 | $0.80 | 1 | 2.79 | $0.53 | -0.14 | 43 | $0.19 | $0.15 | Overvalued | ||||
![]() ![]()
|
USGL.OB | UXG.TO | U.UXG.wt | 22-Feb-11 | $10.00 | $11.58 | 1 | 2.8 | $6.16 | -5.42 | 44 | $2.20 | $1.36 | Overvalued | ||
Denison Mines | DNMIF | T.DML | T.DML.wt.A | 1-Mar-11 | $30.00 | 1 | 0.86 | $10.95 | -19.05 | 62 | $12.77 | $2.99 | Very Overvalued | |||
European Minerals Corp | EPMCF | T.EPM | T.EPM.wt.b | 21-Mar-11 | $1.55 | 1 | 2.09 | $0.90 | -0.65 | 58 | $0.43 | $0.33 | Overvalued | |||
Ivanhoe Energy | IVAN | T.IE | T.IE.wt | 15-May-11 | $2.93 | 1 | 2.21 | $1.46 | -1.47 | 29 | $0.66 | $0.17 | Very Overvalued | |||
Goldcorp | GG | T.G | GG-WT | T.G.wt.G | 9-Jun-11 | $45.75 | 1 | 1.89 | $32.10 | -13.65 | 40 | $17.00 | $9.14 | Overvalued | ||
Coalcorp Mining | CCJ.TO | V.CCJ.wt.A | 17-Aug-11 | $1.20 | 1 | 3.53 | $0.53 | -0.67 | 43 | $0.15 | $0.10 | Overvalued | ||||
Bema Gold Corp | BGO | T.BGO | BMGDF.PK | T.BGO.wt.A | 7-Sep-11 | $10.00 | 1 | 3.42 | $5.74 | -4.26 | 34 | $1.68 | $0.34 | Very Overvalued | ||
Blue Pearl Mining | BLEFF | T.BLE | T.BLE.wt.A | 23-Oct-11 | $9.00 | 1 | 2.18 | $9.80 | 0.80 | 40 | $4.50 | $4.43 | Fair Value | |||
Katanga Mining | T.KAT | T.KAT.WT | 20-Nov-11 | $8.50 | 1 | 2.92 | $7.31 | -2.56 | 37 | $2.50 | $2.57 | Fair Value | ||||
Canadian Income Mgmt Tr | CNM-UN.TO | CNM.wt.TO | 28-Feb-12 | $2.65 | 1 | 8.13 | $0.65 | -1.00 | 34 | $0.08 | $0.03 | Very Overvalued | ||||
Stelco Inc | SECNF.PK | STE.TO | SECWF.PK | STE.wt.TO | 31-Mar-13 | $11.00 | 1 | 1.69 | $20.70 | 9.70 | 17 | $12.25 | $12.70 | Fair Value |
© Copyright CanadianWarrants.com
Notes
(1) Stock close adjusted to reflect puchase of multiple shares. Eg. Dennison Mines end of day share price multiplied by 2.88
(2) AEM and MGT's warrants and trade in US funds. They have been converted to Cdn$ for calculations.
The intrinsic value is market price of shares minus exercise price of warrant.
Fair market value is calculated using the Binominal American version of Black-Scholes 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:
thanks to