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Plain Vanilla Warrant

A warrant that allows the holder to buy (if a call warrant) or sell (if a put warrant) an underlying...

Partial Lookback Warrant

A lookback warrant (specifically, a lookback call warrant) which is associated with a partial lookback period (hence it is also...

Warrant-Driven Swap

A swap which has a warrant attached thereto, and whereby a counterparty can increase the notional amount of the swap...

Barrier Index Warrant

A warrant in which the underlying index remains above (for a call warrant) or below (for a put warrant) a...

Barrier Warrant

A warrant in which the underlying price/ rate remains above (for a call warrant) or below (for a put warrant)...

Callable Warrant

A warrant that constitutes a long option (long call or long put) which is held by an investor and is...

Harmless Warrant

A bond warrant that doesn't become exercisable until the host bond becomes callable. As such, if the warrant is exercised,...

Commodity Warrant

A warrant that gives the holder the right to receive a fixed quantity of a certain commodity (such as wheat,...

Flow Derivative

A “leveraged” securitized product offering that is designed to provide maximum leverage with respect to currency denominations of a set...

Fair Price of a Warrant

The fair price or theoretical value of a warrant consists of two components: intrinsic value (formula value) and time value:...