Forums  > Pricing & Modelling  > Long Term Warrant Valuation  
     
Page 1 of 1
Display using:  

gill


Total Posts: 199
Joined: Nov 2004
 
Posted: 2018-04-19 17:11
Hello

I have a question about valuation of a long term European warrant. The warrant in question is issued on ETF (DAXEX GY) which is linked to the performnace of DAX. The warrant is currently ATM and has expiration date in 2035. Would some one tell please what is the market convention to get the forward price and where could one get an implied vol from?

Thank you in advance.
Previous Thread :: Next Thread 
Page 1 of 1