if you go to:
www.goodcalculators.com/black-scholes-calculator/
type in the inserted fields
the black and scholes value of the CPHOD have a value of between 1.2c and 1.8c.
so based on that, they are trading at around 80% below their true value.
Spot price ( is the current shares price ) 2
Strike price - 8
time to expiration - 4 ( years )
Volatility - i have used 200% as the stock has been very volatile over the las 4 years especially last 2 years and 1 year
risk free interest rate - 3% although this field doesnt have much weight
dividend yield - 0
based on the above assumptions - this generates a 1.8c price for the CPHODs making them trading at around a 75% discount.
the reason is due to the long life of the options!
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