Equity Knock-Out Barrier Warrant

Derivatives
Relative Performance TRS
July 13, 2022
Finance
Regulatory Haircut
July 14, 2022

A knock-out barrier warrant whose underlying is equity. In other words, it is an equity warrant that comes with a barrier feature whereby it terminates before the expiration date. Examples include equity barrier call warrants in which the holder has the right to buy the underlying of the warrant at the exercise level which happens to be equal to the barrier level. Exercise style might be American or European.

Leave a Reply

Your email address will not be published. Required fields are marked *

Related Posts