Black Scholes Consideration Value Definition Example with 9 Variations

This page contains an example definition of Black Scholes Consideration Value, followed by definitions with minor variations. You can view the differences between the example and variations by selecting the "Show Differences" option.
Black Scholes Consideration Value. Means the value of the applicable Option or Convertible Security (as the case may be) as of the date of issuance thereof calculated using the Black Scholes Option Pricing Model obtained from the "OV" function on Bloomberg utilizing (i) an underlying price per share equal to the Closing Sale Price of the Common Stock on the Trading Day immediately preceding the public announcement of the execution of definitive documents with respect to the issuance of such Option or Convertible Security (as the... case may be), (ii) a risk-free interest rate corresponding to the U.S. Treasury rate for a period equal to the remaining term of such Option or Convertible Security (as the case may be) as of the date of issuance of such Option or Convertible Security (as the case may be), (iii) a zero cost of borrow and (iv) an expected volatility equal to the greater of 100% and the 100 day volatility obtained from the HVT function on Bloomberg (determined utilizing a 365 day annualization factor) as of the Trading Day immediately following the date of issuance of such Option or Convertible Security (as the case may be). View More
Found in Fuse Science, Inc. contract

Variations

Black Scholes Consideration Value. Means the value of the applicable Option or Option, Convertible Security or Adjustment Right (as the case may be) as of the date of issuance thereof calculated using the Black Scholes Option Pricing Model obtained from the "OV" function on Bloomberg utilizing (i) an underlying price per share equal to the Closing Sale Price of the Common Stock on the Trading Day immediately preceding the public announcement of the execution of definitive documents with respect to the issuance of such Option or... Convertible Security (as the case may be), (ii) a risk-free interest rate corresponding to the U.S. Treasury rate for a period equal to the remaining term of such Option or Option, Convertible Security or Adjustment Right (as the case may be) as of the date of issuance of such Option or Option, Convertible Security or Adjustment Right (as the case may be), (iii) a zero cost of borrow and (iv) an expected volatility equal to the greater of 100% and the 100 100- day volatility obtained from the HVT function on Bloomberg (determined utilizing a 365 day annualization factor) as of the Trading Day immediately following the date of issuance of such Option or Option, Convertible Security or Adjustment Right (as the case may be). be) View More
Found in CorMedix Inc. contract
Black Scholes Consideration Value. Means the value of the applicable Option or Option, Convertible Security or Adjustment Right (as the case may be) as of the date of issuance thereof calculated using the Black Scholes Option Pricing Model obtained from the "OV" function on Bloomberg utilizing (i) an underlying price per share equal to the Closing Sale Price of the Common Stock on the Trading Day immediately preceding the public announcement of the execution of definitive documents with respect to the issuance of such Option or... Convertible Security (as the case may be), (ii) a risk-free interest rate corresponding to the U.S. Treasury rate for a period equal to the remaining term of such Option or Option, Convertible Security or Adjustment Right (as the case may be) as of the date of issuance of such Option or Option, Convertible Security or Adjustment Right (as the case may be), (iii) a zero cost of borrow and (iv) an expected volatility equal to the greater of 100% and the 100 100- day volatility obtained from the HVT function on Bloomberg (determined utilizing a 365 day annualization factor) as of the Trading Day immediately following the date of issuance of such Option or Option, Convertible Security or Adjustment Right (as the case may be). be) View More
Found in CorMedix Inc. contract
Black Scholes Consideration Value. Means means the value of the applicable Option or Option, Convertible Security or Adjustment Right (as the case may be) as of the date of issuance thereof calculated using the Black Scholes Option Pricing Model obtained from the "OV" function on Bloomberg utilizing (i) an underlying price per share equal to the Closing Sale Price of the Common Stock on the Trading Day immediately preceding the public announcement of the execution of definitive documents with respect to the issuance of such... Option or Convertible Security (as the case may be), (ii) a risk-free interest rate corresponding to the U.S. Treasury rate for a period equal to the remaining term of such Option or Option, Convertible Security or Adjustment Right (as the case may be) as of the date of issuance of such Option or Option, Convertible Security or Adjustment Right (as the case may be), (iii) a zero cost of borrow and (iv) an expected volatility equal to the greater of 100% and the 100 30 day volatility obtained from the HVT "HVT" function on Bloomberg (determined utilizing a 365 day annualization factor) as of the Trading Day immediately following the date of issuance of such Option or Option, Convertible Security or Adjustment Right (as the case may be). View More
Found in 6 Contracts from Avalon GloboCare Corp.
Black Scholes Consideration Value. Means the value of the applicable Option or Option, Convertible Security or Adjustment Right (as the case may be) as of the date of issuance thereof calculated using the Black Scholes Option Pricing Model obtained from the "OV" function on Bloomberg utilizing (i) an underlying price per share equal to the Closing Sale Price of the Common Stock on the Trading Day immediately preceding the public announcement of the execution of definitive documents with respect to the issuance of such Option or... Convertible Security (as the case may be), (ii) a risk-free interest rate corresponding to the U.S. Treasury rate for a period equal to the remaining term of such Option or Option, Convertible Security or Adjustment Right (as the case may be) as of the date of issuance of such Option or Option, Convertible Security or Adjustment Right (as the case may be), (iii) a zero cost of borrow and (iv) an expected volatility equal to the greater of 100% and the 100 day volatility obtained from the HVT function on Bloomberg (determined utilizing a 365 day annualization factor) as of the Trading Day immediately following the date of issuance of such Option or Option, Convertible Security or Adjustment Right (as the case may be). be) View More
Found in WORLDS INC contract
Black Scholes Consideration Value. Means means the value of the applicable Option or Convertible Security (as the case may be) as of the date of issuance thereof calculated using based on the Black Scholes Option Pricing Model obtained from the "OV" function on Bloomberg utilizing (i) an underlying price per share equal to the Closing Sale Price determined as of the Common Stock close of business on the Trading Day immediately preceding the public announcement of the execution of definitive documents with respect to the issuance... of such Option or Convertible Security (as the case may be), (ii) be) and reflecting (i) a risk-free interest rate corresponding to the U.S. Treasury rate for a period equal to the remaining term of such Option or Convertible Security (as the case may be) as of the date of issuance of such Option or Convertible Security (as the case may be), (iii) a zero cost of borrow be) and (iv) (ii) an expected volatility equal to the greater of 100% and the 100 day volatility obtained from the HVT function on Bloomberg (determined utilizing a 365 day annualization factor) as of the Trading Day immediately following the date of issuance of such Option or Convertible Security (as the case may be). View More
Found in 2 Contracts from 2 Companies
Black Scholes Consideration Value. Means means the value of the applicable Option or Option, Convertible Security or Adjustment Right (as the case may be) as of the date of issuance thereof calculated using the Black Scholes Option Pricing Model obtained from the "OV" function on Bloomberg utilizing (i) an underlying price per share equal to the Closing Sale Price of the Common Stock on the Trading Day immediately preceding the public announcement of the execution of definitive documents with respect to the issuance of such ... class="diff-color-red">Option or Option, Convertible Security or Adjustment Right (as the case may be), (ii) a risk-free interest rate corresponding to the U.S. Treasury rate for a period equal to the remaining term of such Option or Option, Convertible Security or Adjustment Right (as the case may be) as of the date of issuance of such Option or Option, Convertible Security or Adjustment Right (as the case may be), (iii) a zero cost of borrow and (iv) an expected volatility equal to the greater of 100% and the 100 day volatility obtained from the HVT function on Bloomberg (determined utilizing a 365 260 day annualization factor) as of the Trading Day immediately following the date of issuance of such Option or Option, Convertible Security or Adjustment Right (as the case may be). View More
Found in 2 Contracts from AMERICAN SUPERCONDUCTOR CORP
Black Scholes Consideration Value. Means means the value of the applicable Option or Option, Convertible Security or Adjustment Right (as the case may be) as of the date of issuance thereof calculated using the Black Scholes Option Pricing Model obtained from the "OV" 'OV' function on Bloomberg utilizing (i) an underlying price per share equal to the Closing Sale Price of the Common Stock on the Trading Day immediately preceding the public announcement of the execution of definitive documents with respect to the issuance of such... Option or Option, Convertible Security or Adjustment Right (as the case may be), (ii) a risk-free interest rate corresponding to the U.S. Treasury rate for a period equal to the remaining term of such Option or Option, Convertible Security or Adjustment Right (as the case may be) as of the date of issuance of such Option or Option, Convertible Security or Adjustment Right (as the case may be), (iii) a zero cost of borrow and (iv) an expected volatility equal to the greater of 100% and the 100 day volatility obtained from the HVT function on Bloomberg (determined utilizing a 365 260 day annualization factor) as of the Trading Day immediately following the date of issuance of such Option or Option, Convertible Security or Adjustment Right (as the case may be). View More
Found in AMERICAN SUPERCONDUCTOR CORP contract
Black Scholes Consideration Value. Means means the value of the applicable Option or Convertible Security (as the case may be) as of the date of issuance thereof calculated using based on the Black Scholes Option Pricing Model obtained from the "OV" function on Bloomberg utilizing (i) an underlying price per share equal to the Closing Sale Price determined as of the Common Stock close of business on the Trading Day immediately preceding following the public announcement of the execution of definitive documents with respect to... the issuance of such Option or Convertible Security (as the case may be), (ii) be) and reflecting (i) a risk-free interest rate corresponding to the U.S. Treasury rate for a period equal to the remaining term of such Option or Convertible Security (as the case may be) as of the date of issuance of such Option or Convertible Security (as the case may be), (iii) a zero cost of borrow and (iv) (ii) an expected volatility equal to the greater of 100% and the 100 day volatility obtained from the HVT function on Bloomberg (determined utilizing a 365 day (using 360 as the input for the annualization factor) as of factor and the Rogers-Satchell volatility estimator model), which volatility shall in no event be more than 150% or less than 80%, and (iii) the underlying price per share used in such calculation shall be the highest Closing Bid Price for any Trading Day during the ten (10) Trading Day period ending on and including the Trading Day immediately following preceding the date public announcement of the execution of definitive documents with respect to the issuance of such Option or Convertible Security (as the case may be). View More
Found in 3 Contracts from MATEON THERAPEUTICS INC
Black Scholes Consideration Value. Means means the value of the applicable Option or Option, Convertible Security or Adjustment Right (as the case may be) as of the date of issuance thereof calculated using the Black Scholes Option Pricing Model obtained from the "OV" OV function on Bloomberg utilizing (i) an underlying price per share equal to the Closing Sale Price of the Common Stock on the Trading Day immediately preceding the public announcement of the execution of definitive documents with respect to the issuance of such... Option or Convertible Security (as the case may be), (ii) a risk-free interest rate corresponding to the U.S. Treasury rate for a period equal to the remaining term of such Option or Option, Convertible Security or Adjustment Right (as the case may be) as of the date of issuance of such Option or Option, Convertible Security or Adjustment Right (as the case may be), (iii) a zero cost of borrow and (iv) an expected volatility equal to the greater of 100% and the 100 30 day volatility obtained from the HVT function on Bloomberg (determined utilizing a 365 day annualization factor) as of the Trading Day immediately following the date of issuance of such Option or Option, Convertible Security or Adjustment Right (as the case may be). View More
Found in Hempacco Co., Inc. contract
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