For my own analysis, I have calculated a back of envelope theoretical price of a call option , based on a model fallen from the back of a truck.
Assumptions:
Current share price: $2.01
Strike Price: $2.50
Volatility: 20%
Interest rate:5%
Expiry date: 31/12/2015
Style: American
Based on the above, the theoretical price is $0.146
Disclaimer: This valuation is only for my own use and not to be used as advice or guidelines on the possible valuation of the options. The model have I used may be completely unreliable for the purpose of this exercise. Readers should ignore the above, both the assumptions and valuation in making decisions.
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For my own analysis, I have calculated a back of envelope...
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