Ann: Pro-rata Entitlement Offer of Options closes, page-20

Just wondering what other people used here in their option valuation methods? A few people have said the oppies are expensive, just wanting to know what valuation method they used (if not Black-Scholes) and what input variables, in particular volatility they used.

If you didn't value the options in this way then it's very important to consider that
- these options have a three year term
- the stock has a reasonable level of volatility (and risk) which increases the chances of them ending up ITM at expiry
- the company in my view (DYOR) has a high intrinsic value

I don't think they were expensive, which is why I overscibscribed quite heavily.

GLTAH