tag:blogger.com,1999:blog-1527840491496268397.post941192091567599260..comments2024-03-08T11:20:30.095-07:00Comments on Credit Bubble Stocks: Guest Idea: Glass House Brands Warrants by "Concho Convexity"Unknownnoreply@blogger.comBlogger3125tag:blogger.com,1999:blog-1527840491496268397.post-86020114601065464312021-11-04T20:23:59.150-07:002021-11-04T20:23:59.150-07:00Yeah, so the vol on the warrants kind of expensive...Yeah, so the vol on the warrants kind of expensive.CPhttps://www.blogger.com/profile/12701174164478027499noreply@blogger.comtag:blogger.com,1999:blog-1527840491496268397.post-71637094045859390712021-11-04T20:10:56.045-07:002021-11-04T20:10:56.045-07:00Common seems like the play here. Equivalent return...Common seems like the play here. Equivalent returns between stock and warrants happen when the stock gets over $15, and you can still do quite well in scenarios where the warrants stay OTMUmaminoreply@blogger.comtag:blogger.com,1999:blog-1527840491496268397.post-54564720116974247172021-11-04T16:38:12.998-07:002021-11-04T16:38:12.998-07:00My calculation, which someone could double check, ...My calculation, which someone could double check, is that the IV of the warrants is around 60%.CPhttps://www.blogger.com/profile/12701174164478027499noreply@blogger.com