options, page-7

  1. 66 Posts.
    Using a RF rate of 3.15%, Volatility 70-100% , time to expiry 1.3 yrs, current SP of 8c, Strike price of 0.2102c (Market value of AKAOA, 1c issue plus strike @ 20c) gives a value of AKAOA of between 0.0059c and 0.0155c.

    However the volume of stock traded is considerably low, due to the illiquid nature the implied volatility is somewhat higher.

    Using the above data over the last 6 months reduced the SD, annualised, to around 60 yielding a value of AKAOA @ 0.0044c making the issue 227% overvalued on that volatility assumption.

    Some near term realised value in the SP prior to the ex date may make this offer somewhat more appealing to holders.
 
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(20min delay)
Last
11.5¢
Change
0.000(0.00%)
Mkt cap ! $14.49M
Open High Low Value Volume
0.0¢ 0.0¢ 0.0¢ $0 0

Buyers (Bids)

No. Vol. Price($)
1 50000 11.5¢
 

Sellers (Offers)

Price($) Vol. No.
11.0¢ 9200 2
View Market Depth
Last trade - 07.05am 25/06/2025 (20 minute delay) ?
AKA (ASX) Chart
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