Share options granted by the Company and USISH in 2015 were measured using the Hull & White Model (2004) incorporated with Ritchken’s Trinomial Tree Model (1995) and the Black-Scholes Option Pricing Model, respectively, and the inputs to the models were as follows:
ASE Inc. | USISH | |||
Share price at the grant date | NT$36.5 | CNY15.2 | ||
Exercise prices | NT$36.5 | CNY15.5 | ||
Expected volatility | 27.02% | 40.33%-45.00% | ||
Expected lives | 10 years | 10 years | ||
Expected dividend yield | 4.00% | 0.87% | ||
Risk free interest rates | 1.34% | 3.06%-3.13% |