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Biotech / Medical : Sepracor-Looks very promising
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To: Ed Ajootian who wrote (1347)10/29/1998 7:47:00 PM
From: Biomaven  Read Replies (1) of 10280
 
Ed,

A 27 month (should it be 26 months - when do LEAPS expire?) call option at 70 has a Black-Scholes value of $22.80 at the current high volatility of 58%, using a risk-free interest rate of 4.5% and the current stock price of $65.50. The 65's are valued at $24.43. It might make sense to see if the volatility trends down some before buying them.

Peter
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