请教一下,如何解读STI 3150 SGA EPW070427
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作者:一尘不染 (等级:2 - 初出茅庐,发帖:247) 发表:2007-02-16 10:53:13  13楼 
吾已经赚了指数25个点左右,这个warrant是差不多3个点换1c,理论上应该赚了8c了,为何事实上只有1.5c?
becoz of the previous bull, this put warrant's volatility is super low.
after several days big fall, you will see the effect. but , watch for several days continous fall and time decay first.


You can have a look at the Call warrant of STI.

If STI falls a little, the CW will down a lot, while the PW did not react too much.


That is the idea. Warrants prices compromising a lot of factors, that's why it isnot so easy to play. hehe.
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