Black Scholes Value Definition Example

This example Black Scholes Value definition appears in 3 contracts from 2 companies

Black Scholes Value. 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 immediately following the public announcement of the applicable Fundamental Transaction 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 and (ii) an expected volatility equal to 100%.
Annovis Bio, Inc. Contracts

Underwriting Agreement, dated October 31, 2023, between Annovis Bio, Inc. and Canaccord Genuity LLC (Filed With SEC on November 1, 2023)

Form of Warrant (Filed With SEC on November 1, 2023)

Chelsea Worldwide Inc. Contracts

Form of Tranche A Warrant (Filed With SEC on June 16, 2023)

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