Valuation of a Put Option
A multinational group operating in the industrial goods sector required VVA Expert Opinion to appraise the reasonableness of the redetermination, by the tax authorities, of the arm’s length value of a put option.
The assignment substantiated in the identification of the economically unreasonable determinations, the drawing up of a model for performing sensitivity analysis on the value of the put option as a function of the alteration of some fundamental inputs, and the final draft of the opinion.
Upon the admission of a large part of the arguments developed, the parties reached an agreement.
