How to price a warrant and the influence of "The Greeks"

There are six variables to consider in the pricing of a warrant:

1. The price of the underlying over which the warrant is issued

2. Time to expiry of the warrant

3. The strike price of the warrant

4. The expected interest rate

5. The volatility the warrant is priced at

6. The dividends expected over the life of the warrant Some of these variables have been given the name "The Greeks" on trading