Even using a simple Black and Scholes measure that seems a bit high? I did explain this not really applicable given the trade status of the options - B&S assumes riskless arbitrage.
Also bear in mind options are 1 for 3 new shares, so not a simple 9 cent deduction to $0.40 either, even if your calc's correct - your model might include the $0.65-$0.37 drop as volatility, mine would exclude it as a structural price change.
Ann: Opthea Completes Placement & Institutional Entitlement Offer, page-27
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Last
90.0¢ |
Change
-0.010(1.10%) |
Mkt cap ! $1.132B | |||
| Open | High | Low | Value | Volume |
| 92.0¢ | 94.0¢ | 90.0¢ | $2.155M | 2.345M |
Buyers (Bids)
| No. | Vol. | Price($) |
|---|---|---|
| 7 | 24982 | 89.5¢ |
Sellers (Offers)
| Price($) | Vol. | No. |
|---|---|---|
| 90.0¢ | 45557 | 12 |
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| Last trade - 12.36pm 14/10/2024 (20 minute delay) ? |
| OPT (ASX) Chart |