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Strategies & Market Trends : Good Investment Theses: VALUATIONS w/ FUNDAMENTAL ANALYSIS -- Ignore unavailable to you. Want to Upgrade?

To: Chuzzlewit who wrote (133)4/28/1999 8:45:00 AM
From: Chuzzlewit  Respond to of 160
 
Just got back to check on whether the numbers made any sense at all. If we are talking about a 2 year period it works out thus: $20 premium yields an implied volatility of 68.38 I was surprised it was that high!) if the strike price is $50 and the current price of the stock is $50.

It seems as if your scenario works, but I find it anti-intuitive. I need to think further ...

TTFN,
CTC


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