re: CBA hit 30.58 this morning ... downside Hi downside, I know the hoadley site well ... have built my own BSOPM model which projects forward ...
There are several variants of BSOPM ... I built my 'buffalo cruncher' for warrants which have 'live' I/Vol available from a number of sources.
With 'live' ETO pricing now available from Comsuc the next step for me is enhance my modeling which requires I/Vol from BSOPM inputs ...
I am playing with a BSOPM formula variant which will 'backend' to provide what I need ...
There are plenty of I/Vol calculators around but all keep their formula/macro secret ... for obvious reasons ...
I will crack it soon enough but it is a pain ... thought it would be nice if someone has it already ...
Cheers ...
This is only my view ... read the red stuff.
CBA hit 30.58 this morning, page-12
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$125.38 |
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Mkt cap ! $209.8B | |||
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| No. | Vol. | Price($) |
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| 1 | 4888 | $125.38 |
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|---|---|---|
| $125.39 | 380 | 1 |
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