Question: The following partial valuation equation can be calculated by applying call option valuation formula: P artial valuation (Series A under Structure 2) = C (12)
The following partial valuation equation can be calculated by applying call option valuation formula: P
artial valuation (Series A under Structure 2) = C (12) - C (15) + 1/2 * C (24) - 1/6 * C (46). Which of the following is not the input to the call option formula?
A. Total valuation
B. Exit date.
C. Volatility of total valuation
D. Exit value at IPO.
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