SIQ3004: Mathematics of Financial Derivatives Assignment, UM, Malaysia Discuss the moneyness of your call and put warrants based on the latest date of your data. If your call and put warrants
Assume the risk-free rate of interest is 2% per annum continuously compounded (or any risk-free rate from the market with a brief introduction. If your warrants data are collected from 01 March 2021 until 31 March 2021, then the latest date of your data is defined as 31 March 2021. Discuss the moneyness of your …