ONE STOCK. MULTIPLE WRAPPERS. EVERY FRICTION COUNTS.READ THE THESIS ›
W WRAPPERBASIS
THE PRICE IS VISIBLE.
THE REASON SHOULD BE TOO.
Understand the numbers ↗
WrapperBasis home/Thesis/How it works
HOW IT WORKS / 3 MIN READ

Why can the same stock have two prices?

A wrapper may trade below its reference stock because getting money out takes time, trading is difficult, or the holder has fewer rights. This model separates an assumed friction discount from the remaining price difference.

Try the numbers ↓
01

Fix a common reference.

The fictional reference stock costs $150 per share, and one token represents one share. Real comparisons must also align currency, timestamps and token ratios.

02

Put a price on friction.

The teaching model subtracts 0.1% for every redemption day, plus 0.5% for liquidity and 0.5% for rights. These coefficients are chosen assumptions, not estimates fitted to market data.

03

Compare the quote with the model.

The remaining difference is shown per token and across your chosen number of tokens. A z-score measures the basis deviation in units of assumed basis volatility; it does not predict convergence.

THE SIMPLE MATH

Model price = $150 × [1 − (0.1% × redemption days + 0.5% + 0.5%)]

A worked example

Five redemption days imply a 1.5% discount, giving a model price of $147.75. A $146 quote is $1.75 below that model. Across 1,000 tokens the model gap is $1,750, before fees and every risk of entering or exiting a trade.

YOUR TURN / INTERACTIVE EXAMPLE

Price the friction, then see the gap

Move a slider or choose a scenario. The numbers update immediately.

A gap to the model is a research question, not guaranteed profit.

What this example assumes

Quotes are fictional. Reference is fixed at $150, liquidity and rights penalties at 0.5% each, and basis volatility at one percentage point. There is no live price feed, regression, execution, redemption guarantee or backtest. A positive displayed gap is not expected earnings.

The research formula, for the curious
THE MATHEMATICAL FOUNDATION

A fair basis before a trading signal.

bⱼ = Pⱼ / Pref − 1 · zⱼ = (bⱼ − b̂ⱼ) / σb

b̂ⱼ = θ₀ + θ₁Tredeem + θ₂Liquidity⁻¹ + θ₃RightsPenalty + θ₄TransferFriction

Pⱼ / Pref
Wrapper price relative to reference
Tredeem
Days required for redemption
Model fair premium or discount
σb
Assumed basis volatility

The interactive example isolates the core idea. Its assumptions are described above; it does not implement every part of the research model.