Hi all, I’m currently trying to create a spreadsheet that values warrants for a hedge fund I’m dealing with. I have been given a simplistic one which pulls the price on a specific date from the HP page and one which pulls the 90 day volatility on that date but am unable to find details on the API for a function which goes into the ‘OVX 4’ page on Bloomberg and pulls values from that. Is there anyone who has an idea what I’m talking about and can help me? Any input would be GREATLY appreciated!
You don’t have a tablewizard on your excel menu bar? Type in the field you’re looking for and it should spit it out…been a long time since I’ve used that, but if I recall it’s pretty decent for finding specific fields…or, MFE’s suggestion works as well…HELP…
click F1 twice for BB instant messaging help. they’re usually really fast and helpful.
Go to the Company page, then click on FPRP. Look under FPRP for the information you want. It should also give you the excel function you need to type into excel for that particular data to come up. If you find it on FPRP and cant get it onto excel, let me know.
hmmm, selected the underlying equity, went into FPRP and got 698 pages of stuff I couldn’t understand too well. Any more details on how I could use that would be great, thanks
if there is a specific field you are trying to find, try typing the name of it and hitting “Help”. Then click on definitions and there will be a list of Bloomberg fields with their mnemonics.
once youre in FPRP, then say youre looking for sales, type sales FPRP. All the sales related definitions will show up. browse through the pages and see if you can find your information. it will also give you the formula/function.
or else, tell me what youre looking for, and i can find it here and tell you how to go about it. you dont have to give me the actual company ticker, give me a peer, etc., someone similar.
Well basically I’m valuing warrants received as part of a PIPE strategy, therefore they’re not traded warrants and I need to enter the ticker then go to the OVX 4 screen and enter the valuation date, price, volatility, expiration date, riskfree rate and select the blackscholes model on the screen. Obviously using an excel formula would be preferable Thanks again for your help.
Would the WRT_TRUE_INTRINSIC be the function I need? Does anyone know what parameters that function takes?
conor_o_sullivan Wrote: ------------------------------------------------------- > Well basically I’m valuing warrants received as > part of a PIPE strategy, therefore they’re not > traded warrants and I need to enter the ticker > then go to the OVX 4 screen and enter the > valuation date, price, volatility, expiration > date, riskfree rate and select the blackscholes > model on the screen. > Obviously using an excel formula would be > preferable > > Thanks again for your help. why not build your own formulas if just using black scholes? google the formula and and you an easily find it.
I would prefer to but I have to use Bloomberg’s model unfortunately.
Looked into BB, I dont think BB is capable of using excel inserts to run the BS model. Sorry man. Maybe BB Help might know something.