Black Scholes Value Definition Example

This example Black Scholes Value definition appears in 3 contracts from 1 company

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%.
Big Cypress Acquisition Corp. Contracts

Form of Preferred Tranche A Warrant (Filed With SEC on October 2, 2023)

Form of Preferred Tranche B Warrant (Filed With SEC on October 2, 2023)

Form of Preferred Tranche C Warrant (Filed With SEC on October 2, 2023)

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