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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re: Ann: Share Purchase Plan Offer Letter - D... Ive run this...
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Last
21.0¢ |
Change
0.035(20.0%) |
Mkt cap ! $55.95M |
Open | High | Low | Value | Volume |
22.0¢ | 23.0¢ | 20.0¢ | $255.7K | 1.191M |
Buyers (Bids)
No. | Vol. | Price($) |
---|---|---|
2 | 84434 | 21.0¢ |
Sellers (Offers)
Price($) | Vol. | No. |
---|---|---|
21.5¢ | 2195 | 1 |
View Market Depth
No. | Vol. | Price($) |
---|---|---|
2 | 84434 | 0.210 |
1 | 5000 | 0.205 |
2 | 302500 | 0.200 |
2 | 34000 | 0.195 |
1 | 100000 | 0.190 |
Price($) | Vol. | No. |
---|---|---|
0.215 | 2195 | 1 |
0.220 | 97442 | 2 |
0.225 | 85362 | 3 |
0.230 | 53140 | 2 |
0.235 | 179596 | 2 |
Last trade - 16.10pm 24/07/2024 (20 minute delay) ? |
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Mark Waller, MD
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