Not sure whether the 'Black-Scholes Model' can be applied with respect to AEVO, out of all honesty. The market for AEV and AEVO are far too illiquid, 'Black-Scholes' requires volatility for accuracy, and the model also requires a number of other assumptions as listed within this interesting article:
https://www.investopedia.com/terms/b/blackscholes.asp
We also have to remember that AEVO are company options, not exchange traded options (ETO) as frequently traded over in the United States (and...ahem...poorly here in Australia), and an important distinction compared to the Black-Scholes Model is that these company options are certainly not European style options, which is the foundation of the Black-Scholes Model.
It ultimately comes down to what the market is willing to pay for them at any given time and price for illiquid company options.
- Forums
- ASX - By Stock
- Future Milestones & 2023 Summary
Not sure whether the 'Black-Scholes Model' can be applied with...
-
-
- There are more pages in this discussion • 68 more messages in this thread...
You’re viewing a single post only. To view the entire thread just sign in or Join Now (FREE)
Featured News
Add AEV (ASX) to my watchlist
(20min delay)
|
|||||
Last
1.1¢ |
Change
-0.001(8.33%) |
Mkt cap ! $29.74M |
Open | High | Low | Value | Volume |
1.1¢ | 1.1¢ | 1.1¢ | $6.323K | 574.8K |
Buyers (Bids)
No. | Vol. | Price($) |
---|---|---|
1 | 436351 | 1.1¢ |
Sellers (Offers)
Price($) | Vol. | No. |
---|---|---|
1.2¢ | 2153249 | 5 |
View Market Depth
No. | Vol. | Price($) |
---|---|---|
1 | 436351 | 0.011 |
6 | 5634004 | 0.010 |
8 | 6859323 | 0.009 |
6 | 3404999 | 0.008 |
3 | 3886000 | 0.007 |
Price($) | Vol. | No. |
---|---|---|
0.012 | 2153249 | 5 |
0.013 | 1720857 | 7 |
0.014 | 1475000 | 3 |
0.015 | 2183812 | 6 |
0.016 | 8119577 | 9 |
Last trade - 12.45pm 26/09/2024 (20 minute delay) ? |
Featured News
AEV (ASX) Chart |