bdlo options - valuation - cheap

BDLO Options trading cheap on BS Valuation based on historic volatility - worth between 0.65 and 1.7 cents compared to the o.o4 price.

Valuation follows:

Underlying Price : 2.7 Value : 0.65
Option Price : 0.4 Delta : 0.44
Volatility : 100.00 Gamma : 0.102
Risk Free Rate : 5.08 Theta : -0.00
Todays Date: 10-Oct-2003 Vega : 0.01
Ex Date : 30-Sep-2005 Rho : 0.01
Ex Price : 10 IV : 83.4
Days To Expiry : 721 Implied Stock : 2.5
Type : Call Implied Put/Call : 7.34
ExpiryType : American
Factor: 1000

Div Date Amount Yield


Underlying Price : 2.7 Value : 1.69
Option Price : 0.4 Delta : 0.77
Volatility : 175.00 Gamma : 0.044
Risk Free Rate : 5.08 Theta : -0.00
Todays Date: 10-Oct-2003 Vega : 0.01
Ex Date : 30-Sep-2005 Rho : 0.01
Ex Price : 10 IV : 83.4
Days To Expiry : 721 Implied Stock : 2.5
Type : Call Implied Put/Call : 7.34
ExpiryType : American
Factor: 1000

Div Date Amount Yield