BAT 5.56% 1.9¢ battery minerals limited

BATO Options, $0.10 strike, 31 July 2023 expiry, page-11

  1. 3,387 Posts.
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    I've run black-scholes in a spreadsheet to look at how options are likely to rerate compared to heads. It's very much dependent on the inputs to the model.

    The options can be expected to rerate at a faster rate than heads, particularly when bought at low levels.

    Screen Shot 2018-07-11 at 8.14.40 pm.png



    The below is very much a generalisation but gives a clearer picture of how options are likely to price as a difference to heads.

    Screen Shot 2018-07-11 at 8.19.03 pm.png
 
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