ProCognis, Inc.
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Black-Scholes Model

Volatility Tool

Management Tool


Download our Whitepaper (494KB)

 

 

 

 

 

 

 

OPTION VALUATION SERVICE

Do you need a complete solution to value your option grants? We can help. Send us the option agreement and answer a few questions and we will take it from there. You can provide us with the inputs, or let us make suggestions for your approval.

Using our software tools, we will calculate volatility, run the analysis, provide you with a schedule of compensation expense by month, quarter and year, then document it all in a comprehensive report. When our work is done, the source files will be transferred to you and include a license for three of our most popular software tools. Outsource to us when it makes sense for your business and bring it in house whenever you are ready.

We work on a per grant basis. A grant includes options to multiple recipients which were granted at the same time frame and will have the same per option valuation.
The cost for the first option grant is $3,000 and the cost for all subsequent grants is $2,000.

The service includes:
• Licenses to our popular Black Scholes Model, Volatility Tool and Management Tool
• Volatility Calculation for either public or private companies
• Assistance in developing assumptions
• Valuation using the Black Scholes Model
• Schedule of compensation expense
• Report documenting methods and assumptions

This is for “vanilla” options valued with the Black Scholes Model. We are happy to help with more complex instruments but please reach out to us for a quote first.

To get started, please contact us at consulting@procognis.com.

 

Options Valuation and Volatility Computation for Public and Private Companies.

Detailed service including tools, inputs and outputs and source data. Conclusions and a write-up describing our methodology and complete analysis of the computation.

 

 

Financial Reporting Solutions

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