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Warrant overhang
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The arithmetic behind the overhang

What outstanding warrants mean for your shares

Warrants are disclosed. What they will do to a share count usually is not calculated anywhere a retail holder will see it. Enter four figures from any company's filings and the arithmetic is done below. The figures are prefilled with Theriva Biologics as an example; replace them with any issuer's.

So the lookup can be counted

As it appears on the filing

Cover page of the latest 10-Q or 10-K

Equity or warrant footnote

Warrant footnote, or the 8-K announcing them

Any quote source

Out of the money
Distance to strike
+130.9%
the move required before exercise is rational
Dilution if exercised
26.1%
warrant shares as a share of the enlarged count
Overhang
35.3%
warrants as a share of the current count
FigureValue
Shares outstanding today45,892,668
Shares after full exercise62,077,228
Cash to the company if exercised$8,739,662
Market value of shares today$10,734,295
Value per share after dilution only$0.3138
Change in value per share+34.2%

Illustrative selling-pressure scenarios

These are not forecasts. They demonstrate how one assumed price-impact formula behaves under selected assumptions. They do not predict any price, and they do not establish that warrants will be exercised, that resulting shares will be sold, or that any person will take a short position.

Assumed impact λ(Q/L) = 0.70
Starting point — value after dilution only$0.3138
Result under the assumed impact$0.1559

Formula: Pfinal = Pdilution × exp[ −λ(Q/L) ], where Q is net selling pressure and L is a liquidity benchmark. The impact value is an assumption the reader sets. It is not derived from any identified trades.

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The formula

Use it on any company

Four figures off a 10-Q produce every number above. Copy the formulas into a spreadsheet if you would rather work there.

Overhang
W ÷ S
Warrant shares as a proportion of shares outstanding today. How much the count can grow.
Dilution
W ÷ (S + W)
Warrant shares as a proportion of the enlarged count. The share of the company they represent once issued.
Distance to strike
(K ÷ P) − 1
The move required before exercise is rational on price alone. Negative means the warrants are already in the money.
Cash on exercise
W × K
What the company receives if every warrant is exercised for cash rather than cashlessly.
Value per share, dilution only
(S×P + W×K) ÷ (S + W)
Holds the business constant and isolates the arithmetic effect of the new shares and the cash they bring in.
Illustrative impact
Pfinal = Pdil × e−λ(Q/L)
A scenario, not a forecast. λ(Q/L) is an assumption the reader sets; Q is net selling pressure and L a liquidity benchmark. Nothing in it establishes that any warrant will be exercised or that any person will sell.
S shares outstanding  ·  W warrants outstanding  ·  K exercise price  ·  P current share price

How it is calculated

The arithmetic, shown

Nothing here is proprietary. Every step is arithmetic on figures the company discloses.

Distance to strike

( exercise price ÷ current price ) − 1. A warrant is normally exercised only when the market price exceeds the exercise price, because otherwise the holder can buy the same shares more cheaply in the open market. Where a holder exercises below that level, the reason is usually stated in the agreement — most often the receipt of additional warrants.

Dilution

Warrant shares ÷ ( shares outstanding + warrant shares ). This is the proportion of the enlarged company that the warrant shares represent. Overhang is the same numerator measured against today's count, which is the larger figure and the one that shows how much the count can grow.

Value per share after dilution

( shares × price + warrants × exercise price ) ÷ ( shares + warrants ). This assumes the company keeps all cash proceeds and that nothing else about the business changes. It isolates the arithmetic effect of the new shares and the cash they bring in. It is not a valuation.

What is missing from this calculation

It assumes every warrant is exercised for cash. Many warrants permit cashless exercise, in which case the company receives nothing and fewer shares are issued. It ignores blockers, which cap how much any single holder may exercise at one time. It ignores the business itself. And it says nothing about what any holder will do.


Where to find the four numbers

  1. Shares outstanding. Cover page of the most recent Form 10-Q or 10-K, upper right, stated as of a date within the last few weeks.
  2. Warrants outstanding and exercise price. The warrant footnote in the same report, usually titled "Stock Warrants," which carries a table of warrants granted, exercised, and outstanding with the weighted average exercise price.
  3. Current price. Any quote source.
  4. All filings are free at sec.gov/edgar/search.