Call Warrant updates

Those, who has been following my Call Warrants Updates, would have noticed that the last update was on December 18. I've discovered a good place to obtain call warrants' pricing/premium computation at OSK188.com. You can check out this source by going to this link (here).

OSK188.com provides a Structured Warrant Pricing Table, which is updated quite regularly. The December 28 table is reproduced below. I've highlighted those call warrants with premium less than 5% (in yellow) as well as those expiring in January 2007 (in blue) & 3 months thereafter (in green).



One thing that you may notice is that the table also distinguishes those call warrants which are physically settled from those which are cash-settled. The former is denoted with a "#". The holder of this type of call warrants will have to subscribe for the share & take physical delivery of the share. You may remember that I've pointed out that MPLant-CA was the first call warrant to fall into this category. Now, I've discovered that there are more of such call warrants then I've earlier thought.

Finally, the table also covers the 2 basket call warrants listed on Bursa i.e. ZA-OSKSB & ZA-CIMBB. I shall touch on these 2 instruments in the future.