Replies to post #10341 on Wentworth Energy, Inc. (WNWG)

[manny1]

The fair values of the derivatives as of June 30, 2010 were estimated using the Black-Sholes model with the following assumption: $0.0024 quoted stock price; $0.001 to $8.00 exercise price; 168.74% to 194.32% volatility; .97 to 4.34 years estimated life; zero dividends and a 0.32 to 1.53% discount rate.

1/4/2011 form 10QA.

I was curious about the price from $0.001 to $8.00 exercise price.