Why would currency matter with black scholes calcs? I believe all you’ve done is update the current price from 10.5c to 9.5c, then you’ve lost rounding with exchange, thats why there’s a difference.
At 9.5 cents the BS value is 5.4 cents.
At 10.5 cents the BS value 6.2 cents.
IMUOE are in the money, page-8
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4.5¢ |
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