Black Scholes Value Definition Example

Black Scholes Value. The value of this Warrant based on the Black and Scholes Option Pricing Model using (i) a price per share of Common Stock equal to the Weighted Average Price of the Common Stock for the Trading Day immediately preceding the date of consummation of the applicable 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 applicable Fundamental Transaction and (iii) an... expected volatility equal to the greater of 60% and the 100-day volatility determined as of the Trading Day next following the date of the public announcement of the applicable Fundamental Transaction. View More