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Gold/Mining/Energy : Precious metal company Warrants
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To: LLCF who wrote (671)2/1/2009 10:20:15 PM
From: tyc:>  Read Replies (1) of 681
 
Thanks. Given a delta of 18%, what percentage of the stock price do you say one warrant would equal? (i.e.with the stock price at $2.60. and the delta of the warrant 18%).

I think BS says a full hedge would be achieved if for every 100shares you shorted you were long (100/.18) 555 warrants. 100 shares has a value of $260. 555 warrants have a value of $161. And if you divide $260 by 555 you get the .47c I mentioned.
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