Black Scholes Value Definition Example with 89 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 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 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 Fundamental Transaction and (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 Fundamental Transaction. View More Arrow
Found in VERENIUM CORP contract

Variations

Black Scholes Value. Means 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 immediately following the public announcement of the consummation of the applicable Fundamental Transaction for pricing purposes and reflecting (i) a price per share of Common Stock equal to the VWAP of the Common Stock for the Trading Day immediately preceding the date of consummation of the applicable Fundamental Transaction, (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 such the date of request consummation of the applicable Fundamental Transaction and (ii) (iii) an expected volatility equal to the greater of 60% 100% and the 100 day 30-day volatility obtained from the HVT function on Bloomberg determined as of the day Trading Day immediately following the public announcement of the applicable Fundamental Transaction and (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 Fundamental Transaction. View More Arrow
Found in GASCO ENERGY INC contract
Black Scholes Value. Means means the value of this Warrant based on the Black and - 14 - 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 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 Fundamental Transaction and (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 Fundamental Transaction. date. View More Arrow
Found in POKERTEK, INC. contract
Black Scholes Value. Means means the value of this Warrant based on the Black and - 14 - 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 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 Fundamental Transaction and (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 Fundamental Transaction. date. View More Arrow
Found in POKERTEK, INC. contract
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 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 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 Fundamental Transaction and (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 Fundamental Transaction. date. View More Arrow
Found in 2 Contracts from POKERTEK, INC.
Black Scholes Value. Means means the value of the unexercised portion of this Warrant based remaining on the date of the Holder's request pursuant to Section 4(c), which value is calculated using the Black and 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 following preceding the earliest to... occur of (x) the public announcement disclosure of the applicable Fundamental Transaction, (y) the consummation of the applicable Fundamental Transaction and reflecting (i) (z) the date on which the Holder first became aware of the applicable Fundamental Transaction and ending on the Trading Day of the Holder's request pursuant to Section 4(c) and (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 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 as of such the date of the Holder's request pursuant to Section 4(c) and (ii) (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) 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 60% 100% and the 100 day volatility obtained from the HVT function on Bloomberg (determined utilizing a 365 day annualization factor) as of the day Trading Day immediately following the earliest to occur of (x) the public announcement disclosure of the applicable Fundamental Transaction, (y) the consummation of the applicable Fundamental Transaction and (iii) (z) the underlying price per share used in such calculation shall be date on which the sum Holder first became aware 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. 18 View More Arrow
Found in American Standard Energy Corp. contract
Black Scholes Value. Means 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 immediately following of the public announcement 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 such date of request and request, (ii) an expected volatility equal to ... class="diff-color-red">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 Fundamental Transaction Transaction, and (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 Fundamental Transaction. 14 View More Arrow
Found in Massive Interactive, Inc. contract
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 using (i) a price per share of Common Stock equal to the Weighted Average Price of the day Common Stock for the Trading Day immediately following preceding the public announcement date of consummation of the applicable Fundamental Transaction and reflecting (i) Transaction, (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 such the date of request consummation of the applicable Fundamental Transaction and (ii) (iii) an expected volatility equal to the greater of 60% 100% and the 100 day 30-day volatility obtained from the HVT function on Bloomberg determined as of the day Trading Day immediately following the public announcement of the applicable Fundamental Transaction and (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 Fundamental Transaction. View More Arrow
Found in SAVIENT PHARMACEUTICALS INC contract
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 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 such date of request and request, (ii) an expected volatility equal to the greater of ... class="diff-color-red">60% 100% and the 100 day volatility obtained from the HVT function on Bloomberg as of the day immediately following the public announcement of the applicable Fundamental Transaction and 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 Fundamental Transaction. Transaction, (iv) a zero cost of borrow and (v) a 360 day annualization factor. View More Arrow
Found in BROADCAST INTERNATIONAL INC contract
Black Scholes Value. Means means the value of the unexercised portion of this Warrant based remaining on the date of the Holder's request pursuant to Section 5.4, which value is calculated using the Black and 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 following preceding the earliest to... occur of (x) the public announcement disclosure of the applicable Fundamental Transaction, (y) the consummation of the applicable Fundamental Transaction and reflecting (i) (z) the date on which the Holder first became aware of the applicable Fundamental Transaction and ending on the Trading Day of the Holder's request pursuant to Section 5.4 and (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 Warrant Price in effect on the date of the Holder's request pursuant to Section 5.4, (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 such the date of the Holder's request pursuant to Section 5.4 and (ii) (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 5.4 if such request is prior to the date of the consummation of the applicable Fundamental Transaction, (iv) a zero cost of borrow and (v) an expected volatility equal to the greater of 60% 100% and the 100 day volatility obtained from the HVT function on Bloomberg (determined utilizing a 365 day annualization factor) as of the day Trading Day immediately following the earliest to occur of (x) the public announcement disclosure of the applicable Fundamental Transaction, (y) the consummation of the applicable Fundamental Transaction and (iii) (z) the underlying price per share used in such calculation shall be date on which the sum Holder first became aware 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 Arrow
Found in BROADCAST INTERNATIONAL INC contract
Black Scholes Value. Means the value of the unexercised portion of this Warrant based remaining on the date of the Holder's request pursuant to Section 5.4, which value is calculated using the Black and 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 following preceding the earliest to occur... of (x) the public announcement disclosure of the applicable Fundamental Transaction, (y) the consummation of the applicable Fundamental Transaction and reflecting (i) (z) the date on which the Holder first became aware of the applicable Fundamental Transaction and ending on the Trading Day of the Holder's request pursuant to Section 5.4 and (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 Warrant Price in effect on the date of the Holder's request pursuant to Section 5.4, (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 such the date of the Holder's request pursuant to Section 5.4 and (ii) (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 5.4 if such request is prior to the date of the consummation of the applicable Fundamental Transaction, (iv) a zero cost of borrow and (v) an expected volatility equal to the greater of 60% 100% and the 100 day volatility obtained from the HVT function on Bloomberg (determined utilizing a 365 day annualization factor) as of the day Trading Day immediately following the earliest to occur of (x) the public announcement disclosure of the applicable Fundamental Transaction, (y) the consummation of the applicable Fundamental Transaction and (iii) (z) the underlying price per share used in such calculation shall be date on which the sum Holder first became aware 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. 14 View More Arrow
Found in BROADCAST INTERNATIONAL INC contract
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