BlackScholes Value

Example Definitions of "BlackScholes Value"
BlackScholes Value. Means the Black-Scholes Value of this Warrant or applicable portion thereof, as mutually determined by the Company and the Holder pursuant to the Black-Scholes Option Pricing Model criteria set forth on Schedule 1.1 hereto.
BlackScholes Value. Means the The Black-Scholes Value of this Warrant or applicable portion thereof, as mutually determined by the Company and the Holder pursuant to the Black-Scholes Option Pricing Model criteria set forth on Schedule 1.1 hereto. 19
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BlackScholes Value. Means the value of the Warrant based on the Black-Scholes Option Pricing Model obtained from the "OVME" function on Bloomberg Financial Markets determined as of the date that is one Business Day prior to the date of conversion of the Warrant and reflecting (i) a risk-free interest rate corresponding to the U.S. Treasury rate for a period equal to the time between the applicable Conversion Date and the Warrant Term, (ii) an implied volatility equal to the BVOL model selected on Bloomberg... Financial Markets, (iii) the underlying price per share of Company Common Stock shall be the 20-day volume-weighted average price (using the "VWAP" function on Bloomberg Financial Markets and the "Bloomberg Definition" methodology) ("VWAP"), (iv) a remaining conversion time equal to the remaining Warrant Term and (v) a dividend yield shown on the OVME screen. View More Arrow
BlackScholes Value. The Black-Scholes Value of this Warrant or applicable portion thereof, as determined by use of the Black-Scholes Option Pricing Model using the criteria set forth on Schedule 1.1 hereto.
BlackScholes Value. Means the value of this Warrant based on the Black-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. View More Arrow
BlackScholes Value. Means the formula given by the option pricing model of such name used to calculate the theoretical fair value of a stock option at any given time.
BlackScholes Value. Means the value of this Warrant obtained from the "OV" function on Bloomberg using (i) a price per share of Common Stock equal to the greater of (A) the arithmetic average of the weighted average price of the Common Stock for the five Trading Days immediately preceding the date of consummation of the applicable Fundamental Transaction and (B) the weighted average price 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 9 the U.S. Treasury rate for a period equal to the remaining term of this Warrant as of the date of consummation of the Fundamental Transaction, and (iii) an expected volatility equal to the 100 day volatility obtained from the HVT function on Bloomberg determined as of the Trading Day immediately following the public announcement of the applicable Fundamental Transaction, provided, however, in no event shall the volatility be less than 80%. View More Arrow
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