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Strategies & Market Trends : Canadian Options

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To: Jan Johnstone who started this subject	6/30/2000 1:18:35 AM
From: Lloyd R	Read Replies (1) of 1598

Looks like it is summer and this board is now dead...I guess I will check back in September ...But... Porter, if your still there, I hope your having fun in Montreal. This is the first time in 5 years I'm not heading up there for the Jazz Festival. Lotsa fun and I would recommend you check it out - but I know you have familily back home. A question. How are you(guys) valueing the BCE PRE-NT split options? I got some BCE Aug 210 options that in the money for me (at least they are more than I have paid for them) but wonder, how I can calculate how much in the money. Am I right to say that I should take the price of NT (approx 100 today) and multiply by 1.57 and add BCE's price to get the price of the underlying of the option? This leads to a price of about 191 for the underlying, which is WAY out of the money...If this is correct, it seems that the IV's are VERY high because the BCE AUG 210 are trading at about 9.80 or so and the NT AUG 95 (closest ones I can compre) are trading at about $11 and they are really IN the money. Did I screw something up? Thanks...I hope you still check in...else, have a good summer...

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