pycw is a graphical tool for easily pricing covered warrants, it is based on quantlib Black and Sholes implementation and YahooQuote for retrieving stock prices (from which volatility is calculated).

pycw project page on launchpad

pycw is released under the GPL and can be downloaded from thedownload page on launchpad

• Call/Put European style options pricing
• Retrieve stock price and volatility with a button click
• Save your covered warrants for future reference
• Graphical rappresentation of cw intrinsic value and net present value

• Add American style options
• Retrieve dividend + ex date
• Graphs of cw npv vs underlying stock price or time
• Grouping of cw/shares for simulation and p/l calculation