re: Ann: Share Purchase Plan Offer Letter - D... Ive run this through an option calculator and expect 2-3cents.. the variable Ive had to estimate was volatility.
Option Price where volatility was 30% was 2.2 cents, at 60% it was 3 cents flat.
The RBA rates drop many are expecting next month will affect the price as well, (being the r variable below).
And as we know the volatility of PEK has been very large on an annual basis...
Here are the variables that will affect the price:
S = stock price
X = strike price
t = time remaining until expiration, expressed as a percent of a year
r = current continuously compounded risk-free interest rate
v = annual volatility of stock price (the standard deviation of the short-term returns over one year). See below for how to estimate volatility.
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Ann: Share Purchase Plan Offer Letter - Dispatche, page-20
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Last
18.0¢ |
Change
-0.005(2.70%) |
Mkt cap ! $47.86M |
Open | High | Low | Value | Volume |
18.5¢ | 18.5¢ | 17.5¢ | $111.7K | 625.4K |
Buyers (Bids)
No. | Vol. | Price($) |
---|---|---|
5 | 516338 | 17.5¢ |
Sellers (Offers)
Price($) | Vol. | No. |
---|---|---|
18.5¢ | 44926 | 1 |
View Market Depth
No. | Vol. | Price($) |
---|---|---|
5 | 516338 | 0.175 |
5 | 831674 | 0.170 |
3 | 306774 | 0.165 |
4 | 263156 | 0.160 |
1 | 51212 | 0.155 |
Price($) | Vol. | No. |
---|---|---|
0.185 | 44926 | 1 |
0.195 | 71880 | 2 |
0.200 | 5500 | 1 |
0.215 | 10807 | 2 |
0.220 | 18500 | 1 |
Last trade - 16.10pm 11/07/2024 (20 minute delay) ? |
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