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To: pater tenebrarum who wrote (99465)5/3/2001 8:28:55 PM
From: Haim R. Branisteanu  Read Replies (2) | Respond to of 436258
 
Thanks Heinz, long term option or warrant are about the same as such I would like to have the implied volatility of the Euro to calculate the value of the warrant.

Due the wide spread it will be difficult to arbitrage the two and I am not sure if you can short the ENU.WS

Haim