Call Warrant's mid-day update as at February 2

There has been some queries about how much has the CWs gained vis-a-vis the price gained by the underlying shares. I've done a quick update (see the table below) which compared the prices as at the end of this morning session and the prices as at the end of last week.

The table shows that the CWs has gained an average of 7.37% while the underlying share has gained 2.96%. As a result, the CWs' premium has declined from 10.53% to 9.50%. From this, I can conclude that the market action amongst the CWs is in line with the price gained by the underlying shares.


Table 1: Changes in Call warrants' prices, underlying share prices & premium from Jan 26 to Feb 2 (end of morning session)

Note: The above table does not include the 4 new CWs listed this week.