Warrant VIC2401 - Phu Hung Securities

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Return The expected return percentage based on the simulated spot price movement and warrant price.	Spot Price The simulated price of the underlying asset at which the warrant price is calculated.	T day The theoretical warrant price on the current day (T), calculated using the Black-Scholes model with current implied volatility.	T+1 day The theoretical warrant price one day after the current day, assuming the spot price moves to the simulated value and volatility remains constant.	T+2 day The theoretical warrant price two days after the current day, assuming the spot price moves to the simulated value and volatility remains constant.	T+3 day The theoretical warrant price three days after the current day, assuming the spot price moves to the simulated value and volatility remains constant.	T+4 day The theoretical warrant price four days after the current day, assuming the spot price moves to the simulated value and volatility remains constant.	T+5 day The theoretical warrant price five days after the current day, assuming the spot price moves to the simulated value and volatility remains constant.

The prices displayed are theoretical prices of the covered warrant calculated using the Black-Scholes model based on the current implied volatility of the warrant.
These prices are for reference purposes only and may differ from actual market prices.
Key assumption: implied volatility remains constant across all time periods. In practice, volatility is subject to change based on market conditions and the trading strategies of market makers and issuers.

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