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 :)
BLR Price at posting:
0.0¢ Sentiment: Buy Disclosure: Held