Quote:
Originally Posted by CaramonLS
^ ^ Which can drop to 48000 over a 6 month period.
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Quote:
Originally Posted by HELPNEEDED
But its 20% every 3months, so two periods so it can go as low as 48K, its a 2step binomial function
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That sentence wasn't there originally (or I should've read closer!
)
Do you have values form the option premiums in the question?