silly question: what happens if you change the "stock price" input for your black-scholes model to $8 or $6? because current SPAC prices pre-deal-close are kinda "nonsense" in that they include an embedded $10 put (redemption) and the vast majority of deals have traded lower after closing. TIA
silly question: what happens if you change the "stock price" input for your black-scholes model to $8 or $6? because current SPAC prices pre-deal-close are kinda "nonsense" in that they include an embedded $10 put (redemption) and the vast majority of deals have traded lower after closing. TIA