Posted by PSAi3alert > 1 week ago | Report Abuse

The theoretical price of Insas-WC is currently 0.084 and the probability of closing in the money is 31.6%


27th June 2022 Theoretical price of Insas-WC using the traditional BSM (non-dliutive) model:

Stock Price ___ Theoretical Warrant $ __Time Value
0.48 _________ 0.008 ______________ 0.008
0.55 _________ 0.017 ______________ 0.017
0.62 _________ 0.033 ______________ 0.033
0.69 _________ 0.055 ______________ 0.055
0.76 _________ 0.084 ______________ 0.084
0.83 _________ 0.120 ______________ 0.120
0.90 _________ 0.161 ______________ 0.161
0.97 _________ 0.208 ______________ 0.138
1.04 _________ 0.259 ______________ 0.120
1.11 _________ 0.314 ______________ 0.105
1.18 _________ 0.372 ______________ 0.093
1.25 _________ 0.433 ______________ 0.084
1.32 _________ 0.495 ______________ 0.077


Volatility: 26%
Stock Price: 0.76
Interest Rate: 2.62%
Warrants/share: 1
Days to Expiration: 810


Snapshot @0.76
Price: 0.084
Delta: 0.463
Gamma: 1.349
Theta: 0
Vega: 0.005
Rho: 0.006
Elasticity: 4.19
Position: OTM
Probability of closing ITM: 31.60%

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Posted by Sslee > 1 week ago | Report Abuse

In that case Leno is (100 - 31.6)% probability going to bankrupt.

Posted by Nkk1370 > 1 week ago | Report Abuse

Plan to pick up 0.75

Posted by Sslee > 1 week ago | Report Abuse

Today I q buy at 0.755 already done some.

Posted by PSAi3alert > 1 week ago | Report Abuse

Lower volatility and shrinking days to expiration is resulting in lower theoretical prices.

It will be difficult for Leno to liquidate 18M+ of WC without getting bruises.


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Posted by Sslee > 14 hours ago

In that case Leno is (100 - 31.6)% probability going to bankrupt.

Posted by Mikecyc > 6 days ago | Report Abuse

Haha Insaf ke .... a value trap ....

Posted by Mikecyc > 1 day ago | Report Abuse

Haha Pretender psai3alertt ran to Bplant with koni3lirker ke ...

Posted by Mikecyc > 18 hours ago | Report Abuse

Haha just Insaf value trap for another 5 years ke .....