Portfolio Analysis
Compare completed ESPP offerings using historical prices and volatility. Financing takes a base share of the flat-or-down ESPP gain and a progressive share of upside above that floor.
Companies & schedule
Companies
First start date
Starts every
months
Intervals
Offering length
months
0 offerings scheduled
Employee & plan
Annual salary
$
$0$500,000
Maximum purchase
$
$0$50,000
Maximum from salary
%
1%100%
Own funds
%
0%100%
ESPP discount
%
1%30%
Budget per offering$10,000.00
Pricing assumptions
Base share of ESPP gain
%
0%100%
Volatility history
Commission curve
Centre steepnessk₀ 3.00
0.1 · gradual ramp12 · sharp knee
Driver range×4.50
1× · drivers off10× · widest
Driver balance33% leverage
All volatilityAll leverage
- Calm, unlevered · 0% vol
- 0.67
- Reference · 50% financed, 30% vol
- 3.00
- Hot · fully financed, 60% vol
- 13.50
Resulting k
Maximum variable share (Y)
%
0%100%
Historical completed offerings only