RTM reefton mining nl

options pricing

  1. 2,244 Posts.
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    Does anyone out there have a sound model for calculating the threoretical RMo proce based on the proce of the FPOs. Its seems to me that the options are far the better value here but the price action seems to suggest maybe not.

    For example - if FPOs are trading at 12.0c then what should be the theoretical option price, similarly at 13c, 14c etc

    Cheers
    ZInc
 
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