ISS' share-based incentive schemes
02 Juni 2003 - 5:23PM
UK Regulatory
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Stock Exchange Release
Stock Exchange Release No.
11/03 2 June 2003
ISS' share-based incentive schemes
In line with the strategy plan, create2005, ISS has granted warrants
to 197 senior managers.
Increased employee ownership through employee shares and share-based
incentive schemes is part of the employee model contained in ISS'
strategy, create2005. Accordingly, ISS has decided to grant warrants
to 197 senior managers.
2001 Warrant Programme
Under the terms of the 2001 Warrant Programme, up to 740,000 warrants
were available for allocation to senior managers. At the end of 2002,
312,050 warrants were issued and still current under this programme.
Today, 196 senior managers have each been granted between 333 and
2,000 warrants, equivalent to a total allocation of 146,987 warrants.
Each warrant provides the holder with a right to subscribe for one
ISS share at a price of DKK 418. The warrants are exercisable within
a period of 30 calendar days after the preliminary announcement of
the annual results for the financial years 2004, 2005, 2006 and 2007.
At 2 June 2003, the total number of issued still current warrants
under the 2001 Warrant Programme is 459,037.
For further information about subscription and exercise of the
warrants under the terms of the 2001 Warrant Programme, please see
Appendix 4 to ISS A/S' Articles of Association.
2002 Warrant Programme
Under the terms of the 2002 Warrant Programme, up to 400,000 warrants
can be issued to senior managers and particularly qualified
employees. No warrants have previously been issued under this
programme.
Today, 197 senior managers have each been granted between 667 and
9,000 warrants, equivalent to a total allocation of 328,513 warrants.
Each warrant provides the holder with the right to subscribe for one
ISS share at a price of DKK 247, which is equal to the average ISS
share price ("all trades") quoted on the Copenhagen Stock Exchange on
23, 26, 27, 28 and 30 May 2003 with an addition of 10%.
The warrants are exercisable for a period of 30 calendar days after
the preliminary announcement of the annual results for the financial
years 2005, 2006, 2007 and 2008.
For further information about subscription and exercise of the
warrants under the terms of the 2002 Warrant Programme, please see
Appendix 5 to ISS A/S' Articles of Association.
Market value
It is market practice to value equity-based incentive schemes using
option-pricing models, such as the Black-Scholes' formula. However,
these models are subject to a number of assumptions and thus the
valuation of the equity-based incentive schemes will to a certain
extent be subjective.
The annualised volatility derived from standard deviation of weekly
observations over the last five years is approximately 42%.
The risk free interest rate was 3.3% at 30 May 2003, which is equal
to an estimated five-year zero coupon interest rate.
A key assumption in the Black-Scholes model is that options are
transferable assets. Consequently, a rational investor would not
exercise
a call option on a share that pays no dividends prior to the end of
its contracted life. However, the warrants issued by ISS are
nontransferable. Furthermore, vesting of warrants is conditional upon
the warrant holder remaining an employee of ISS. Consequently the
expected life of warrants and options is used in applying the
Black-Scholes model. The expected life is estimated to one year from
the start of the vesting period or, if the vesting period has
commenced, one year from the reporting date.
The ISS share price at 30 May 2003 was DKK 217 and for simplicity no
dividend payments are assumed in the applied model.
At 2 June 2003, the applied Black Scholes model produces an aggregate
theoretical market value of DKK 25.9 million for all the warrants
granted under the 2001 and 2002 warrant programmes on 2 June 2003.
The total theoretical market value of all ISS' outstanding warrants
and options is DKK 42 million at 2 June 2003, equivalent to
approximately 0.4% of ISS' market capitalisation.
+-------------------------------------------------------------------+
| Valuation of stock options | 2 June 2003 | 31 December 2002 |
| and warrants | | |
|----------------------------------+-------------+------------------|
| | | |
|----------------------------------+-------------+------------------|
| Market value of warrants granted | | |
| on 2 June 2003 (DKKm): | | |
|----------------------------------+-------------+------------------|
| 2001 Warrant programme | 3.4 | - |
|----------------------------------+-------------+------------------|
| 2002 Warrant programme | 22.5 | - |
|----------------------------------+-------------+------------------|
| | | |
|----------------------------------+-------------+------------------|
| Market value of all outstanding | | |
| warrants and stock options | | |
| (DKKm): | 42 | 29 |
|----------------------------------+-------------+------------------|
| | | |
|----------------------------------+-------------+------------------|
| Assumptions: | | |
|----------------------------------+-------------+------------------|
| Share price (DKK) | 217 | 255 |
|----------------------------------+-------------+------------------|
| Volatility*) | 42% | 45% |
|----------------------------------+-------------+------------------|
| Risk free interest rate | 3.3% | 3.8% |
|----------------------------------+-------------+------------------|
| Dividend | 0 | 0 |
+-------------------------------------------------------------------+
*) In the Annual Report 2002, ISS used a volatility measure based on
the standard deviation derived from 24 monthly observations. The
volatility under this volatility measure was 44% at 30 May 2003.
Further information:
Eric S. Rylberg
CEO, ISS A/S
Karsten Poulsen
CFO, ISS A/S
Tel.: +45 38 17 00 00
Forward-looking Statements
This Stock Exchange Release contains forward-looking statements
within the meaning of US Private Securities Litigation Act of 1995
and similar laws in other countries regarding expectations to the
future development, in particular future sales, operating
efficiencies and business expansion. Such statements are subject to
risks and uncertainties as various factors, many of which are beyond
ISS' control, may cause the actual development and results to differ
materially from the expectations expressed in the Stock Exchange
Release. Factors that might affect such expectations include, among
others, overall economic and business conditions, fluctuations in
currencies, the demand for ISS' services, competitive factors in the
service industry, operational problems in one or more of the Group's
business units and uncertainties concerning possible acquisitions and
divestments. Reference is also made to the description of risk
factors set out on pages 34-39 of the Annual Report 2002.
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