Does anyone have a program(or other method) for calculating the 'fair value' of an ASX traded stock option?
I am looking at SBP and their options SBPOA.
The options are exercisable @ 12c by 19/09/04
@ 20c by 19/09/05
@ 30c by 19/09/06
SBP FPO currently trading at 14c = 2c intrinsic value.
But what abnout the time value?
They seem cheap to me @4c but that's what the market is paying.
Any help gratefully received.
cheers, PS
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help please with calculating option values
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