If HEG trading at 20 cents options are worth more than the 20c minus 7.5 cents as u need to allow for a time premium as expiry is so far away.
My guess is if HEG trading at 20 cents , HEGOC should be trading at minimum 12.5 cents plus a few cents for time premium so maybe 15 cents, in theory anyway.
If HEG trading at 20 cents options are worth more than the 20c...
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