There is an intrinsic cost based on Black Scholes model attached to the options that the company has to recognize in the P&L for the year if they are issued.
I am ok with the ESOP but would rather the non-exec directors purchase from the market than exercising the options when the market price goes way north. Shouldn’t there be gaps between the meetings that is within the window periods that they can safely buy? Insiders buying usually sends a strong positive signal.
There is an intrinsic cost based on Black Scholes model attached...
-
- There are more pages in this discussion • 4 more messages in this thread...
You’re viewing a single post only. To view the entire thread just sign in or Join Now (FREE)
