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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