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  1. Dick Phillips
    74 Posts.
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    01/05/14
    17:12
    Post #: 13312407
    Baxter,
    Thanks for the Black-Scholes lead.
    As it is the first time I have used the calculator, do you think 80% is a reasonable figure for annualized volatility?
    Seems to make a big difference to the result.
    No problem if you don't want to comment.
    Regards
    Dick
    ANP Price at posting: 14.0¢ Sentiment: LT Buy Disclosure: Held
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    lightbulb Created with Sketch.  Great analysis
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