China Growth Stocks

[derek2000]

CNAM option pricing - volatility

Finally got a chance to calculate the CNAM's volatility.

At 4/20, the stock volatility is 85.3%.
In comparison, the S&P's volatily is 8.8%.

Option value is $4.56 if the current price = 6.9 (the share price at the time of announcement.)

Option value is $3.96 if the current price = 6.17 (yesterday's close.)

option value is 4.56

End date 4/21/10.
Historical Volatility
10 Day 134.8%
20 Day 151.0%
30 Day 158.5%
60 Day 145.8%
90 Day 145.8%
48 Day 145.8%

I used a downloaded spreadsheet from a Yahoogroup called stock_analysis_group. You can join the group and download the sheet yourself. You can also send me a PM and I will email to you.