Options require valuation for a wide variety of purposes, ranging from value-based management and management compensation (stock options under IFRS 2) to the financial risk management of industrial companies, commercial banks and insurance companies (IAS 39).

The methods we use include closed analytical solutions (Black/Scholes/Merton models), numerical processes using lattice models (binomial model) and simulation methods (Monte Carlo method).

We will assist you with the analysis of the key drivers and their implementation in your valuation models. If required, we will also assist you in devising a suitable valuation model and performing detailed capital market analyses.

Together with you, we would be pleased to design either ad-hoc solutions or conceptual approaches for the long-term management of these attractive financial instruments.

Contact us to discuss your options for the right solution.