InvestorsHub Logo
Boards
News
Market Data
Markets
Discover
Discover
AI Subscribe Login/Register account icon
S&P 500
5,732.93
(
0.25%
)
US TECH 100
19,350.00
(
-0.33%
)
Dow Jones
42,208.22
(
0.20%
)
Brent Oil
74.55
(
-0.02%
)
Bitcoin
63,848.30
(
-0.65%
)
Post# of 43
Next 10
Reply Private New
Public Reply Private Reply New Post
Keep Last Read
Keep Next 10 Report Keyboard Shortcuts
Next 10 Prev Next

dr_praeses

Send PM Follow Ignore
Followers 20
Posts 6951
Boards Moderated 2
Alias Born 08/28/2006

dr_praeses

Re: dr_praeses post# 17

Wednesday, 11/18/2020 1:56:47 PM

Wednesday, November 18, 2020 1:56:47 PM

Post# of 43
I know the redeemable part makes using Black Scholes impossible but ignoring that, I get these calls on a ~37 vol

https://www.mystockoptions.com/black-scholes.cfm?ticker=&s=40.60&x=230&t=2.97&r=0.25%25&v=37%25&calculate=Calculate

Black-Scholes Value: 0.061
Stock Price:
(in USD)
40.60
(ex. 31.55)
Exercise Price:
(in USD)
230
(ex. 22.75)
Time to maturity:
(in years)
2.97
(ex. 3.5)
Annual risk-free interest rate
0.25%
(ex. 5%)
Annualized volatility
37%
(ex. 50%)

dr_praeses

Public Reply Private Reply New Post
Keep Last Read
Keep Last Read Next 10 Report Keyboard Shortcuts
Next 10 Prev Next
Join InvestorsHub

Join the InvestorsHub Community

Register for free to join our community of investors and share your ideas. You will also get access to streaming quotes, interactive charts, trades, portfolio, live options flow and more tools.

Sign Up