Process will run a valuation for multiple underlying stock price and volatility based on a multiplier (from .75 to 1.25 of underlying stock price and volatility). Results are presented in the table and charts below.
Process will run a valuation for multiple underlying stock price and volatility based on a multiplier (from .75 to 1.25 of underlying stock price and volatility). Results are presented in the table and charts below.
| S | X | T1 | T2 | T | r | v | p/c | valuation | delta | % change |
|---|
Chart displays fair value based on changes in underlying stock price
Chart displays fair value based on changes in volatility
Chart displays fair value based on changes in underlying stock price and volatility