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Option with Financial KPI

Joined
8/1/20
Messages
1
Points
11
Hi all,

Nice to meet you guys. May I know if there is any reference study or experience that can share on the way to price or model on value of an American Options on common stock of a company with exercisability dependent on its future financial performance against KPI?

For example, a put option on common stock of a company which can be exercised by existing investor if the company's EBITDA next year does not hit the pre-determined target.

Thanks very much.
 
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