Black Scholes Value Definition Example with 61 Variations

Black Scholes Value. Means the value of this Warrant based on the Black and Scholes Option Pricing Model obtained from the "OV" OV function on Bloomberg determined as of the day of consummation the closing of the applicable Fundamental Transaction 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 the such date of the Holder's request pursuant to Section 4(c), request, (ii) an expected volatility... equal to the greater of 100% and the 100 day volatility obtained from the HVT function on Bloomberg as of the Trading Day day immediately following the public announcement of the applicable Fundamental Transaction and, if applicable, Transaction, (iii) the underlying price per share used in such calculation shall be the sum of the price per share being offered in cash, if any, plus the value of any non-cash non cash consideration, if any, being offered in the applicable Fundamental Transaction. Transaction and (iv) a 365 day annualization factor View More

Black Scholes Value. Means the value of this Warrant based on the Black and Scholes Option Pricing Model obtained from the "OV" OV function on Bloomberg determined as of the day of consummation immediately following the public announcement of the applicable Fundamental Transaction 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 the such date of the Holder's request pursuant to Section 4(c), and... (ii) an expected volatility equal to the greater of 100% 60% and the 100 day volatility obtained from the HVT function on Bloomberg as of the Trading Day immediately following the public announcement of the applicable Fundamental Transaction and, if applicable, (iii) the underlying price per share used in such calculation shall be 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 the applicable Fundamental Transaction. Bloomberg. View More

Black Scholes Value. Means the value of this Warrant based on the Black and Scholes Option Pricing Model obtained from using (i) a price per share of Common Stock equal to the "OV" function on Bloomberg determined as Weighted Average Price of the day Common Stock for the Trading Day immediately preceding the date of consummation of the applicable Fundamental Transaction for pricing purposes and reflecting (i) Change of Control, (ii) 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 the date of consummation of the Holder's request pursuant to Section 4(c), (ii) applicable Fundamental Transaction and (iii) an expected volatility equal to the greater of 100% 60% and the 100 day 100-day volatility obtained from the HVT function on Bloomberg determined as of the Trading Day immediately next following the date of the public announcement of the applicable Fundamental Transaction and, if applicable, (iii) the underlying price per share used in such calculation shall be 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 the applicable Fundamental Transaction. View More

Black Scholes Value. Means the value of this Warrant based on the Black and Scholes Option Pricing Model obtained from the "OV" 'OV' function on Bloomberg determined as of the day of consummation immediately following the public announcement of the applicable Fundamental Transaction 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 the such date of the Holder's request pursuant to Section 4(c), request, (ii) an expected volatility equal to the greater of 100% and the 100 day volatility obtained from the HVT function on Bloomberg as of the Trading Day immediately following the public announcement of the applicable Fundamental Transaction and, if applicable, 100%, (iii) the underlying price per share used in such calculation shall be the sum of the price per share being offered in cash, if any, plus the value of any non-cash non -cash consideration, if any, being offered in the applicable Fundamental Transaction. Transaction and (iv) a 360 day annualization factor. View More

Black Scholes Value. Means the value of this Warrant based on the Black and Scholes Option Pricing Model obtained from the "OV" function on Bloomberg determined as of the day of consummation immediately following the public announcement of the applicable Fundamental Transaction 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 the such date of the Holder's request pursuant to Section 4(c), request,... (ii) an expected volatility equal to the greater of 100% and the 100 day volatility obtained from the HVT function on Bloomberg as of the Trading Day immediately following the public announcement of the applicable Fundamental Transaction and, if applicable, 100%, (iii) the underlying price per share used in such calculation shall be the sum of the price per share being offered in cash, if any, plus the value of any non-cash non -cash consideration, if any, being offered in the applicable Fundamental Transaction. Transaction and (iv) a 360 day annualization factor. View More

Black Scholes Value. Means means the value of the unexercised portion of this Warrant based Subscription Unit remaining on the date of the Holder's request pursuant to Section 4(c), which value is calculated using the Black Scholes Option Pricing Model obtained from the "OV" function on Bloomberg determined as utilizing (i) an underlying price per share equal to the greater of (1) the highest Closing Sale Price of the day Common Stock during the period beginning on the Trading Day immediately preceding the earlier... to occur of the public disclosure or consummation of the applicable Fundamental Transaction for pricing purposes Change of Control and reflecting (i) ending on the Trading Day of the Holder's request pursuant to 14 Section 4(c) and (2) the sum of the price per share being offered in cash in the applicable Change of Control (if any) plus the value of the non-cash consideration being offered in the applicable Change of Control (if any), (ii) a strike price equal to the Exercise Price in effect on the of date of the Holder's request pursuant to Section 4(c), (iii) a risk-free interest rate corresponding to the U.S. Treasury rate for a period equal to the greater of (1) the remaining term of this Warrant Subscription Unit as of the date of the Holder's request pursuant to Section 4(c), (ii) 4(c) and (2) the remaining term of this Subscription Unit as of the date of consummation of the applicable Change of Control or as of the date of the Holder's request pursuant to Section 4(c) if such request is prior to the date of the consummation of the applicable Change of Control 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 earlier to occur of the public announcement disclosure or consummation of the applicable Fundamental Transaction and, if applicable, (iii) the underlying price per share used in such calculation shall be the sum Change of the price per share being offered in cash, if any, plus the value of any non-cash consideration, if any, being offered in the applicable Fundamental Transaction. Control. View More

Black Scholes Value. Means means the value of this Warrant based on the Black Scholes Black-Scholes Option Pricing Model obtained from the "OV" function on Bloomberg determined as of the day of consummation immediately following the first public announcement of the applicable Fundamental Transaction, or, if the Fundamental Transaction is not publicly announced, the date the Fundamental Transaction 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 the such date of the Holder's request pursuant to Section 4(c), request, (ii) an expected volatility equal to the greater of (a) 100% and (b) the 100 day volatility obtained from the HVT function on Bloomberg as of the Trading Day day immediately following the public announcement of the applicable contemplated Fundamental Transaction, or if the Fundamental Transaction and, if applicable, is not publicly announced, the date the Fundamental Transaction is consummated, (iii) the underlying price per share used in such calculation shall be the greater of (i) 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 Fundamental Transaction and (ii) the highest VWAP during the period beginning on the Trading Day immediately preceding the announcement of the applicable Fundamental Transaction. Transaction (or the consummation of the applicable Fundamental Transaction, if earlier) and ending on the Trading Day of the Holder's request pursuant to 4(b) hereof, (iv) a zero cost of borrow and (v) a 360 day annualization factor. View More

Black Scholes Value. Means the value of the unexercised portion of this Warrant based remaining on the date of the Holder's request, which value is calculated using the Black Scholes Option Pricing Model obtained from the "OV" function on Bloomberg determined as utilizing (i) an underlying price per share equal to, in the event of an Authorized Share Failure, the day VWAP on the exercise date, or, in the event of a Fundamental Transaction, the VWAP on the Trading Day immediately preceding the consummation of the... applicable Fundamental Transaction for pricing purposes and reflecting (i) Transaction, (ii) a strike price equal to the Exercise Price in effect on the date of the Holder's request, (iii) a risk-free interest rate corresponding to the U.S. Treasury rate for a period equal to the greater of (1) the remaining term of this Warrant as of the date of the Holder's request and (2) the remaining term of this Warrant as of the date of consummation of the applicable Fundamental Transaction or as of the date of the Holder's request pursuant to Section 4(c), (ii) if such request is prior to the date of the consummation of the applicable Fundamental Transaction, (iv) an expected volatility equal to the greater of 100% 90% and the 100 day 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 earlier to occur of the public announcement disclosure or consummation of the applicable Fundamental Transaction and, if applicable, (iii) the underlying price per share used in such calculation shall be the sum and (v) a 0% cost of the price per share being offered in cash, if any, plus the value of any non-cash consideration, if any, being offered in the applicable Fundamental Transaction. borrow View More

Black Scholes Value. Means the value of the unexercised portion of this Warrant based remaining on the date of the Holder's request, which value is calculated using the Black Scholes Option Pricing Model obtained from the "OV" function on Bloomberg determined as utilizing (i) an underlying price per share equal to, in the event of an Authorized Share Failure, the volume weighted average price on the exercise date, or, in the event of a Fundamental Transaction, the greater of (1) the highest Closing Sale Price of... the day Common Stock during the period beginning on the Trading Day immediately preceding the public disclosure of the applicable Fundamental Transaction and ending on the Trading Day immediately preceding the consummation of the applicable Fundamental Transaction for pricing purposes and reflecting (i) (2) the sum of the price per share being offered in cash in the applicable Fundamental Transaction (if any) plus the value of the non-cash consideration being offered in the applicable Fundamental Transaction (if any), (ii) a strike price equal to the Exercise Price in effect on the of date of the Holder's request, (iii) a risk-free interest rate corresponding to the U.S. Treasury rate for a period equal to the greater of (1) the remaining term of this Warrant as of the date of the Holder's request and (2) the remaining term of this Warrant as of the date of consummation of the applicable Fundamental Transaction or as of the date of the Holder's request pursuant to Section 4(c), (ii) 2 if such request is prior to the date of the consummation of the applicable Fundamental Transaction and (iv) an expected volatility equal to the greater of 100% and the 100 day 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 earlier to occur of the public announcement disclosure or consummation of the applicable Fundamental Transaction and, if applicable, (iii) the underlying price per share used in such calculation shall be 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 the applicable Fundamental Transaction. View More

Black Scholes Value. Means the value of this Warrant based on the Black and Scholes Option Pricing Model obtained from the "OV" function on Bloomberg determined as of the end of day of consummation immediately following the public announcement of the applicable Fundamental Transaction 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 the such date of the Holder's request pursuant to Section 4(c), and (ii) an expected volatility equal to the greater of 100% and the 100 30 day volatility obtained from the HVT function on Bloomberg for the period ending as of the Trading Day end of the day immediately following the public announcement of the applicable Fundamental Transaction and, if applicable, (iii) the underlying price per share used in such calculation shall be 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 the applicable Fundamental Transaction. View More