Koan and Ralph Emerson's Far Right and Far Left Whacked Out Message Board

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Politics : Koan and Ralph Emerson's Far Right and Far Left Whacked Out

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To: tyc:> who wrote (22)	3/1/2007 4:09:38 AM
From: E. Charters	of 103

You can put it in black scholes to get the fair delta and price. what is the strike price and time to live of the warrant? What implied volatility are you using..? in other words how much does the stock fluctuate around the mean of the yrly price? this is easily estimated from a chart. Different calculators require different treatment of this number. Some calculate it as a whole number which represents a percent which is the square root of the decimal fraction of the average move over one year. (fraction X 100) At a 0.06 interest rate, and strike price of 3.20, time to live of 6 months and volatility of 30% the price is close to reality.

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