IVZ 2.47% 7.9¢ invictus energy ltd

IVZ Share Price, page-21998

  1. 9,743 Posts.
    lightbulb Created with Sketch. 3122
    Interesting that 12 months ago the options traded below the Black Scholes valuation and now, after -12 months of time value decay, they are trading well above the Black Scholes valuation. Below are various iterations, using 25/50/75/100 in the annualised volatility input (68.75%, I believe, is the actual AV).

    https://hotcopper.com.au/data/attachments/6305/6305041-e7155bf0b0581c27d41b4ee49ec67f97.jpg
    https://hotcopper.com.au/data/attachments/6305/6305044-71a7eb792df857b6337c0d1f8a45a6d8.jpg

    https://hotcopper.com.au/data/attachments/6305/6305047-0aa4e93a414dbac078e6951ca3a89dcc.jpg
    https://hotcopper.com.au/data/attachments/6305/6305050-831fd98f15578c14e7669e4d5435906d.jpg

    https://hotcopper.com.au/data/attachments/6305/6305053-bec2e6061294891e523b51696d0c898a.jpg
 
watchlist Created with Sketch. Add IVZ (ASX) to my watchlist
arrow-down-2 Created with Sketch. arrow-down-2 Created with Sketch.