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Topi and Safex roll over

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Not applicable
From my understanding the alsi is the underlying to the topi. I would like to know if there is any effect on the pricing(hidden costs....) of the Topi(calls & puts) as a result of the Alsi roll over? What about the barrier as assumming everything being equal in the case of puts if we were say +/- 200 points from the barrier before the roll over, the roll over in itself would result in the barrier being hit. What I am basically querying is there any adjustment to the barrier to account for the contango effect of the roll over?
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3 REPLIES 3
SimonPB
Valued Contributor
barrier is the index not the futures, so no impact on barrier warrants ..
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Not applicable
Many Thanks Simon. So I gather that there isn't any effect on the warrant pricing due to the roll over?
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SimonPB
Valued Contributor
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