Abpro Holdings, Inc.

AI-generated fair value estimate for this company.

Method: Black-Scholes call option value: underlying S=$0.20226 (Abpro Holdings, Inc. common stock, now trading OTC as ABPO after a Nasdaq delisting, as of Aug 20, 2026); strike K=$114.90 per share (per the company's 8-K warrant disclosure); risk-free rate r=4.0%; volatility sigma=90% (very high, reflecting a recently-delisted micro-cap with an extreme decline); time to expiration T=3.22 years (to the disclosed 12/11/2029 expiration). d1=-3.040, d2=-4.655, N(d1)=0.001, N(d2)=0.000; C = 0.20226(0.001) - 114.90*e^(-0.04*3.22)(0.000) = $0.0001.

Reasoning: ABPWW's $114.90 strike is roughly 568x the current $0.20 underlying share price following Abpro's Nasdaq delisting and severe share-price decline, so an option-pricing model correctly captures that the warrant is economically worthless at any reasonable volatility assumption, rather than assigning it an arbitrary positive value it does not have.