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Changes in volatility

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byrant89
Occasional Contributor
Does anybody take into account the implied volatility when trading warrants? and the change in the warrant price due to changes in volatility (vega)?
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6 REPLIES 6
SimonPB
Valued Contributor
with SB warrants you can largely ignore vol changes .. so higher vol only means hhigher up front cost ..
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byrant89
Occasional Contributor
Thanks Simon. Was just wondering because I found some literature on this and it seems like it could make quite a difference...
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SimonPB
Valued Contributor
if vol is adjusted, especially if adjusted in real time .. then it makes a huge difference, basically you could just trade the vol .. but not in the SA market ..
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Not applicable
talking bout volatility... our market went from being nicely up, 2 marginally up, and possibly going negative in the space of 15 min.
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NJ_1
Frequent Contributor
See the intraday double top on the TOPI?
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Asher
Regular Contributor
What a difference live charts code make - sigh
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