Options are trading at a significant discount to market value implied by a black-scholes options calculator.
Assuming current share price of $0.36, options excercise price of $0.20 with 2.5 years until maturity and a 70% volatility. This gives an implied options price of $0.22. The options are currently trading at $0.17, a 30% difference to this theoretical option value.
I have picked some up at about $0.16 and looking for the price appreciation due to the option price closing the gap with the theoretical price.
https://www.mystockoptions.com/blac....36&x=.2&t=2.5&r=3%&v=70%&calculate=Calculate
Options are trading at a significant discount to market value...
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Last
31.0¢ |
Change
0.020(6.90%) |
Mkt cap ! $49.87M | |||
| Open | High | Low | Value | Volume |
| 29.5¢ | 31.0¢ | 29.5¢ | $27.07K | 89.44K |
Buyers (Bids)
| No. | Vol. | Price($) |
|---|---|---|
| 3 | 13605 | 30.5¢ |
Sellers (Offers)
| Price($) | Vol. | No. |
|---|---|---|
| 31.0¢ | 74032 | 1 |
View Market Depth
| Last trade - 12.27pm 30/06/2025 (20 minute delay) ? |
| PIQ (ASX) Chart |