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dr_praeses

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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

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