free options worth 5.2 cps

At 10.5 cent shares - options are worth 5.2 cents

Underlying Price : 10.5 Value : 5.20
Option Price : 0 Delta : 0.77
Volatility : 80.00 Gamma : 0.024
Risk Free Rate : 5.53 Theta : -0.00
Todays Date: 14-Apr-2004 Vega : 0.05
Ex Date : 30-Jun-2006 Rho : 0.06
Ex Price : 10 IV : 0.0
Days To Expiry : 807 Implied Stock : 0.0
Type : Call Implied Put/Call : 0.00
ExpiryType : American
Factor: 1000


At 11 cents Options are worth 5.6 cps

Underlying Price : 11 Value : 5.60
Option Price : 0 Delta : 0.78
Volatility : 80.00 Gamma : 0.022
Risk Free Rate : 5.53 Theta : -0.00
Todays Date: 14-Apr-2004 Vega : 0.05
Ex Date : 30-Jun-2006 Rho : 0.07
Ex Price : 10 IV : 0.0
Days To Expiry : 807 Implied Stock : 0.0
Type : Call Implied Put/Call : 0.00
ExpiryType : American
Factor: 1000

At 12 cps Options are worth 6.4 cps

Underlying Price : 12 Value : 6.40
Option Price : 0 Delta : 0.80
Volatility : 80.00 Gamma : 0.019
Risk Free Rate : 5.53 Theta : -0.00
Todays Date: 14-Apr-2004 Vega : 0.05
Ex Date : 30-Jun-2006 Rho : 0.07
Ex Price : 10 IV : 0.0
Days To Expiry : 807 Implied Stock : 0.0
Type : Call Implied Put/Call : 0.00
ExpiryType : American
Factor: 1000


Looks like good money to me. Freebies