For my own analysis, I have calculated a back of envelope theoretical price of a call option , based on a model fallen from the back of a truck.
Assumptions: Current share price: $2.01 Strike Price: $2.50 Volatility: 20% Interest rate:5% Expiry date: 31/12/2015 Style: American
Based on the above, the theoretical price is $0.146
Disclaimer: This valuation is only for my own use and not to be used as advice or guidelines on the possible valuation of the options. The model have I used may be completely unreliable for the purpose of this exercise. Readers should ignore the above, both the assumptions and valuation in making decisions.
CDU Price at posting:
$2.01 Sentiment: None Disclosure: Not Held