USRX Message Board - Msg: 891037

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Technology Stocks : USRX

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To: David Lawrence who wrote (13534)	2/26/1997 9:15:00 PM
From: Will Hou	of 18024

I can't believe this! Anyway, here's some March 65 call analyses using B-S model: bottom line* the calls worth 7 1/8 if stock opens 70 tomorrow, worth 11 if stock at 75 and worth 15 1/2 if stock is at 80. :) * another one* seems 1.75COMS price <--- "when deal closes", this could be HUGE! ---details follows---- Assuming today's closing price of 61 and March 65 call at 2 1/8 assume data of calculation: 02/25/97 02/25/97 02/25/97 expiration date: 03/22/97 03/22/97 03/22/97 strike price: 65.0000 65.0000 65.0000 Stock price (today): 70.0000 75.0000 80.0000 call price: 7.1060 11.0730 15.5576 volatility: 56.8349 56.8349 56.8349 delta: 72.275 85.425 93.172 Gamma: 3.102 1.941 1.033 life (days) 25 25 25 theta: -0.0751 -0.0569 -0.0375 vega: 0.0615 0.0453 0.0281 The interest rate is set to 4% (doesn't matter that much) I just hope they got this one before my Feb 65 went all dead. But my March 65 looks good (bought them at 2 1/8!) Congrats! Will P.S. It scared the sht out of me when I checked my email one last time before I go on my trip, 'cuz I preset my March 65 call limit sell at 3 1/2 (gladly found out that they are still there phew)

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