With HAV trading at 40 cents, a friend put the details into an options valuation model ('Black Box' option pricing model) to work out an estimated 'fair value' of each HAVO (Havilah option, expiring 30 June 2017, with an exercise price of 30.0 cents).
At a volatility of 35, the 'fair value' was 12.6 cents.
At a volatility of 40 ,the 'fair value' was 13.2 cents.
At a volatility of 89, the 'fair value' was 19.5 cents.
Given the options have over a year to expiration, the time value of money has 'value' at the present time.
Cheers
These are only my random thoughts and it does not constitute investment advice. Before acting on any information you read and before making any financial or investment decisions, you should always consult your advisor(s) or other relevant professional experts
With HAV trading at 40 cents, a friend put the details into an...
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Last
18.0¢ |
Change
0.000(0.00%) |
Mkt cap ! $56.99M | |||
| Open | High | Low | Value | Volume |
| 18.0¢ | 18.0¢ | 18.0¢ | $10.12K | 56.23K |
Buyers (Bids)
| No. | Vol. | Price($) |
|---|---|---|
| 1 | 30000 | 17.5¢ |
Sellers (Offers)
| Price($) | Vol. | No. |
|---|---|---|
| 18.0¢ | 1015 | 1 |
View Market Depth
| Last trade - 14.25pm 09/08/2024 (20 minute delay) ? |
| HAV (ASX) Chart |