BLR 0.00% 0.2¢ black range minerals limited

oppie value good copy

  1. 2,313 Posts.
    Black-Scholes Option pricing model

    BLRO
    TODAY

    Type (put or call)
    Current stock price:.... $0.230
    Strike price:............... $0.045
    Expiry Date:............... 28-Feb-11
    Value on this date:...... 10-Feb-07
    Conversion ratio:..............1
    Risk free rate of return:.. 10.00%
    Implied Volatility:........... 75.00%


    Option value:...............$0.20421


    Note:
    1. Risk free rate increased from 6% to 10%
    2. Implied Volitility increased from 65% to 75% (Way Way in the money now :)




 
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Currently unlisted public company.

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