Company: ATHE
Filing Date: 2025-08-29
Form Type: 20-F
Source: 0001213900-25-082027
Chunk: 155

Company: ALTERITY THERAPEUTICS LTD
Filing Date: 2025-08-29
Form: 20-F
Item: Item 18
Chunk 155
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ity estimates expected volatility based on historical volatility over the estimated life of the option and other factors. Historical volatility has been the basis for determining expected share price volatility as it is assumed that this is indicative of future movements. The life of the options is based on historical exercise patterns, which may not eventuate in the future. 
Expected life – This is the period of time that the options granted are expected to remain outstanding. This estimate is based primarily on historical trend of option holders to exercise their option near the date of expiry. As a result, the expected life is considered to equal the period from grant date to expiry date.

F-33

ALTERITY THERAPEUTICS LIMITED

NOTES TO CONSOLIDATED FINANCIAL STATEMENTS – in Australian dollars (unless otherwise noted)

16. SHARE BASED PAYMENTS (continued)

Model inputs –
 
The model inputs for the valuations of options approved and issued during the current and previous financial years are as follows:   
                               Exercise Price     Share Price      Expected Share          Years to      Dividend         Risk-free          Fair Value 
                                 per Share          at Grant           Price                                               Interest         per Options 
                                                      Date                                                                                              
--------------------------------------------------------------------------------------------------------------------------------------------------------
Series   Grant Date                         A$              A$          Volatility            Expiry         Yield              Rate                  A$
ATHAAB   September 18,2020                0.09            0.05               98.00   %          5.00             0   %          0.43   %           0.032
ATHAAD   January 7,2021                   0.03           0.032              139.52   %          5.00             0   %          0.38   %           0.028
ATHAAE   November 29, 2021                0.04           0.025              138.47   %          5.00             0   %          1.35   %           0.021
ATHAAF   July 31, 2021                    0.07           0.034              169.42   %          5.00             0   %          0.13   %           0.027
ATHAAG   November 29, 2021                0.02          0.0238              138.47   %          5.00             0   %          1.35   %           0