Nam Tai Elec. (NTAI) Message Board

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Technology Stocks : Nam Tai Elec. (NTAI)

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To: Allen Furlan who wrote (1307)	3/29/1998 10:57:00 PM
From: DanD	Read Replies (3) of 1696

Allan, Thanks for the feedback. I am not advocating that the warrants are currently worth their Black Scholes value which would be ~6.5 using fridays close and 3 year historical volatility. I would bet that they have a good in the money value when and if the stock spikes up, but that there should be a discount on the value due to the cap. I am interested to find out why you think that the pure options showing a .035 implied volatility would be about priced right. They are not capped. My calculations show a volatility of over 60% for past 3 years. This is using volatility as described by BS. If you have a different measure I would be interested to here it. Dan D.

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