Warrants help needed, page-2

  1. GypsyKing
    328 Posts.
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    08/10/02
    15:31
    Post #: 67794
    Hi lani,

    Using standard Black-Scholes Model with CBA at $29.34 and historical volatility estimate of 16.50%, premium would be around 11c per warrant (45c on a per share basis).

    Last price 20c per warrant gives an implied volatility of 24.8%.

    GK
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    lightbulb Created with Sketch.  Great analysis
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