Share Option Valuations
Dr Pollock is regularly instructed to quantify the value of share related benefits in personal injury, fatal accident, family law and employment matters. These range from share save schemes to executive share options and LTIP arrangements.
A considerable investment has been made in software development enabling use of both Black – Scholes models and the more sophisticated, simulation based, ‘Binomial’ pricing framework.
Reports can be extended to consider the sensitivity of values to changes in the parameters of interest, particularly volatility.
To perform such investigations, all that is usually required will be the date at which calculations are to be made and copies of any share and option award certificates, with vesting criteria if applicable.