Decision Options, LLC

Data 2 Decisions

Early Exercise profile -  Based on historical data, the company can specify what percentage of the option holders who choose to exercise when the stock moves (as a function of stock price up %) or as a function of time (from the start date)

Expected risk free interest rate, stock price volatility and dividend yield can be specified in a term structure. The maximum life of the option is the maximum time specified in the term structure. Additionally, discrete dividends and number of dividends per time period can also be specified. This can be used either for special dividends (in addition to a dividend yield or for regular dividends)

DoESO calculates both the value of the option today as well as its expected life (expected duration from now till the option is exercised) and percentage of option holders exercising (in the money)

Current price, strike price and vesting period can be specified here

Dividend growth as well as number of discrete dividends can be specified here. If actual dividends or number of dividends for the time period are provided in the term structure, this data will be ignored