Black Scholes Value Definition Example with 17 Variations

This page contains an example definition of Black Scholes 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 Value. Means the value of this Warrant based on the Black-Scholes Option Pricing Model obtained from the "OV" function on Bloomberg determined as of the day immediately following the first public announcement of the applicable Change of Control, or, if the Change of Control is not publicly announced, the date the Change of Control is consummated, for pricing purposes and reflecting (i) a risk-free interest rate corresponding to the U.S. Treasury rate for a period equal to the remaining term of this... Warrant as of such date of request, (ii) an expected volatility equal to 100% (iii) the underlying price per share used in such calculation shall be the greater of (a) the highest Weighted Average Price during the five (5) Trading Days prior to the closing of the Change of Control and (b) the sum of the price per share being offered in cash, if any, plus the value of any non-cash consideration, if any, being offered in such Change of Control, (iv) a zero cost of borrow and (v) a 360 day annualization factor. View More
Found in Moleculin Biotech, Inc. contract

Variations

Black Scholes Value. Means means the value of this Warrant the Warrants based on the Black-Scholes Black- Scholes Option Pricing Model obtained from the "OV" function on Bloomberg determined as of the day immediately following the first public announcement of the applicable Change of Control, or, if the Change of Control is not publicly announced, the date the Change of Control is consummated, for pricing purposes and reflecting (i) a risk-free interest rate corresponding to the U.S. Treasury rate for a period... equal to the remaining term of this Warrant the Warrants as of such date of request, (ii) an expected volatility equal to the greater of (x) 100% and (y) the volatility obtained from the HVT function on Bloomberg for the one hundred (100) Trading Day period beginning with the First Trading Day immediately following the public announcement of the applicable Change of Control (iii) the underlying price per share used in such calculation shall be the greater of (a) the highest Weighted Average Price VWAP during the five (5) Trading Days prior to the closing of the Change of Control and (b) the sum of the price per share being offered in cash, if any, plus the value of any non-cash consideration, if any, being offered in such Change of Control, (iv) a zero cost of borrow and (v) a 360 365 day annualization factor. View More
Found in 3 Contracts from Wize Pharma, Inc.
Black Scholes Value. Means the value of this Warrant based on the Black-Scholes Option Pricing Model obtained from the "OV" function on Bloomberg determined as of the day immediately following the first public announcement of the applicable Change of Control, or, if the Change of Control is not publicly announced, the date the Change of Control is consummated, for pricing purposes and reflecting (i) a risk-free interest rate corresponding to the U.S. Treasury rate for a period equal to the remaining term of this... Warrant as of such date of request, (ii) an expected volatility equal to 100% the 252 trading day moving average of the historical volatility obtained from the HVT function on Bloomberg, L.P. (determined utilizing a 252 day annualization factor) as of the applicable date, (iii) the underlying price per share used in such calculation shall be the greater of (a) the highest Weighted Average Price during the five (5) Trading Days prior to the closing of the Change of Control and (b) (A) the sum of the price per share being offered in cash, if any, plus the per share value of any non-cash noncash consideration, if any, being offered in such Change of Control and (B) the greater of (x) the last Weighted Average Price immediately prior to the public announcement of such Change of Control and (y) the last Weighted Average Price immediately prior to the consummation of such Change of Control, (iv) a zero cost of borrow and (v) a 360 day annualization factor. factor View More
Found in BELLICUM PHARMACEUTICALS, INC contract
Black Scholes Value. Means means the value of this Warrant the Warrants based on the Black-Scholes Option Pricing Model obtained from the "OV" function on Bloomberg determined as of the day immediately following the first public announcement of the applicable Change of Control, or, if the Change of Control is not publicly announced, the date the Change of Control is consummated, for pricing purposes and reflecting (i) a risk-free interest rate corresponding to the U.S. Treasury rate for a period equal to the... remaining term of this Warrant the Warrants as of such date of request, (ii) an expected volatility equal to the lesser of (x) 100% and (y) the volatility obtained from the HVT function on Bloomberg for the 30 Trading Day period beginning with the First Trading Day immediately following the public announcement of the applicable Change of Control (iii) the underlying price per share used in such calculation shall be the greater of (a) the highest Weighted Average Price during the five (5) Trading Days prior to the closing of the Change of Control and (b) the sum of the price per share being offered in cash, if any, plus the value of any non-cash consideration, if any, being offered in such Change of Control, (iv) a zero cost of borrow and (v) a 360 day annualization factor. View More
Found in SELLAS Life Sciences Group, Inc. contract
Black Scholes Value. Means the value of this Warrant based on the Black-Scholes Option Pricing Model obtained from the "OV" function on Bloomberg determined as of the day immediately following the first public announcement of the applicable Change of Control, or, if the Change of Control is not publicly announced, the date the Change of Control is consummated, for pricing purposes and reflecting (i) a risk-free interest rate corresponding to the U.S. Treasury rate for a period equal to the remaining term of this... Warrant as of such date of request, (ii) an expected volatility equal to 100% 100%, (iii) the underlying price per share used in such calculation shall be the greater of (a) the highest Weighted Average Price during the five (5) Trading Days prior to the closing of the Change of Control and (b) (i) the sum of the price per share being offered in cash, if any, plus the per share value of any non-cash consideration, if any, being offered in such Change of Control and (ii) the greater of (x) the last Weighted Average Price immediately prior to the public announcement of such Change of Control and (y) the last Weighted Average Price immediately prior to the consummation of such Change of Control, (iv) a zero cost of borrow and (v) a 360 day annualization factor. View More
Found in 2 Contracts from Pulmatrix, Inc.
Black Scholes Value. Means the value of this Warrant based on the Black-Scholes Black and Scholes Option Pricing Model obtained from the "OV" OV function on Bloomberg determined as of the day immediately following the first public announcement of closing of the applicable Change of Control, or, if the Change of Control is not publicly announced, the date the Change of Control is consummated, for pricing purposes and reflecting (i) a risk-free interest rate corresponding to the U.S. Treasury rate for a period equal... to the remaining term of this Warrant as of such date of request, (ii) an expected volatility equal to 100% the greater of 60% and the 100 day volatility obtained from the HVT function on Bloomberg as of the day immediately following the public announcement of the applicable Change of Control and (iii) the underlying price per share used in such calculation shall be the greater of (a) the highest Weighted Average Price during the five (5) Trading Days prior to the closing of the Change of Control and (b) the sum of the price per share being offered in cash, if any, plus the value of any non-cash consideration, if any, being offered in such the Change of Control, (iv) a zero cost of borrow and (v) a 360 day annualization factor. Control View More
Found in Stereotaxis, Inc. contract
Black Scholes Value. Means the value of this Warrant based on the Black-Scholes Black and Scholes Option Pricing Model obtained from the "OV" function on Bloomberg determined as of the day immediately following the first public announcement of closing of the applicable Change of Control, or, if the Change of Control is not publicly announced, the date the Change of Control is consummated, for pricing purposes and reflecting (i) a risk-free interest rate corresponding to the U.S. Treasury rate for a period equal to... the remaining term of this Warrant as of such date of request, (ii) an expected volatility equal to 100% the greater of 60% and the 100 day volatility obtained from the HVT function on Bloomberg as of the day immediately following the public announcement of the applicable Change of Control and (iii) the underlying price per share used in such calculation shall be the greater of (a) the highest Weighted Average Price during the five (5) Trading Days prior to the closing of the Change of Control and (b) the sum of the price per share being offered in cash, if any, plus the value of any non-cash consideration, if any, being offered in such the Change of Control, (iv) a zero cost of borrow and (v) a 360 day annualization factor. Control View More
Found in Stereotaxis, Inc. contract
Black Scholes Value. Means the value of this Warrant based on the Black-Scholes Black and Scholes Option Pricing Model obtained from the "OV" function on Bloomberg determined as of the day immediately following the first public announcement of closing of the applicable Change of Control, or, if the Change of Control is not publicly announced, the date the Change of Control is consummated, for pricing purposes and reflecting (i) a risk-free interest rate corresponding to the U.S. Treasury rate for a period equal to... the remaining term of this Warrant as of such date of request, (ii) an expected volatility equal to 100% the greater of 60% and the 100 day volatility obtained from the HVT function on Bloomberg as of the day immediately following the public announcement of the applicable Change of Control and (iii) the underlying price per share used in such calculation shall be the greater of (a) the highest Weighted Average Price during the five (5) Trading Days prior to the closing of the Change of Control and (b) the sum of the price per share being offered in cash, if any, plus the value of any non-cash consideration, if any, being offered in such the Change of Control, (iv) a zero cost of borrow and (v) a 360 day annualization factor. Control. View More
Found in Stereotaxis, Inc. contract
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