How to calculate the premium rate of warrants?Understand it in one article

Mondo Finance Updated on 2024-01-31

The premium rate is the ratio of the difference between the selling price of a good or asset and its intrinsic value. We usually use this ratio to assess whether assets such as **, real estate, art, etc. are overvalued.

In the **market, premium rates are also common. If a company's intrinsic value (based on its financial performance and future expectations) is $50 per share and the market is $60, then the premium is 20%. Investors may be willing to pay this premium because they believe in the company's long-term growth potential.

Here the formula for calculating the premium rate is:

Premium Rate = (Market** Intrinsic Value) 100% Intrinsic Value

Market** is the selling price of an asset in the market, while intrinsic value is the value we estimate based on its financial situation, assets, profitability, and other factors. Intrinsic value may vary depending on how it is estimated. In simple terms, intrinsic value is how much we ourselves think the asset is worth now.

In addition to this, there is a special premium rate in investment called the premium rate of warrants.

Warrants are similar to options in that they allow the holder to purchase or undercover for an agreed period of time.

Call warrantsAllows holders to make appointments within a specific time**Purchase of the underlying asset, whilePut warrantsthen the holder is allowed at a specific time**Underlying Asset

Unlike options, which are traded on the open market, warrants are typically issued by a company or financial institution and may not be traded on a standardized market. It is less standardized than options, but it also gives investors more opportunities to make profits.

The premium rate of a warrant is an important indicator to measure the risk of a warrant. It indicates how much percentage of the underlying asset needs to rise or fall before the warrant expires for the warrant investor to break even on the maturity date. The higher the premium, the greater the percentage of the underlying asset that needs to rise or fall, and the more difficult it is to break even.

The formula for calculating the premium rate of a call warrant is:

Call warrant premium rate = [(exercise price + call warrant** exercise ratio) underlying stock**-1] 100%.

The formula for calculating the put warrant premium rate is:

Put warrant premium rate = [1 - (strike price - put warrant** exercise ratio) underlying stock**] 100%.

For example, if the premium rate of a call warrant is 5%, it means that the underlying *** must rise by at least 5% for the investor not to lose money. If a put option has a premium of 5%, it means that the underlying *** must ** at least 5% for the investor not to lose money.

Let's take a look at a practical case to understand the premium rate calculation for call warrants and put warrants and their significance.

Hypothesis: The current market price of a company ** is 100 yuan.

The company's call warrant exercise ** is 110 yuan, the market ** is 5 yuan, and the exercise ratio is 1:1.

The exercise of put warrants of the same company is 90 yuan, and the market** is 4 yuan, and the exercise ratio is also 1:1.

Then, the premium rate corresponding to these two warrants is:

Call warrant premium rate = [(110+5) 100-1] 100% = 15%.

Put warrant premium rate = [1-(90-4) 100] 100% = 14%.

This means that if you buy the call warrant in the case, then before the expiration date, the company needs to **15%, that is, it will rise to 115 yuan, so that your investment will not lose money. If you buy the put warrant in the case, then before the expiration date, the company needs to **14%, that is, it falls to $86, so that your investment will not lose money.

The premium rates of the two warrants may also be indicative of the market's future expectations for the **. If there is a significant increase in demand for this call warrant, this may indicate that the market expects the share price to be substantial**.

We hope you find the above information helpful.

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