409A Valuation Between Seed and Series A
The post-seed, pre-Series A period is often the most active for option granting — you're hiring aggressively, your cap table is becoming more complex, and investor scrutiny is intensifying. A high-quality 409A is essential not just for compliance, but for investor diligence readiness.
Full OPM Analysis
At this stage, the Option Pricing Model (OPM) becomes the standard for equity allocation. The OPM treats each class of stock as a call option on the company's total enterprise value, with exercise prices set at the liquidation preference of each preferred class. Key components include:
- Breakpoints: Identification of liquidation preference thresholds at which different share classes participate
- Black-Scholes modeling: The value of each "call option" at each breakpoint is calculated using Black-Scholes or a binomial model
- Volatility assumption: Based on comparable public company volatility and adjusted for private company risk
- Expected term: Estimated time to liquidity event (typically 3–5 years)
- Discount rate: Risk-free rate from US Treasury securities
Handling Bridge Rounds and SAFEs
Many companies at this stage have outstanding convertible notes or SAFEs from bridge rounds. These instruments must be properly modeled in the cap table before the 409A can be completed:
- Convertible notes with conversion caps affect the fully-diluted share count and OPM breakpoints
- SAFEs with MFN provisions or pro-rata rights add complexity to the allocation model
- Your appraiser will need the terms of all outstanding instruments, including discount rates, caps, and interest accrued
Preparing for Series A Diligence
Your Series A investors will review your cap table, option grants, and 409A history as part of legal and financial due diligence. Common issues that arise at this stage include:
- Grants made with an expired 409A
- Strike prices below the 409A FMV
- Missing board resolutions for option grants
- Incomplete option grant agreements
Addressing these issues proactively — before you're in due diligence — saves significant time and potentially deal-threatening complications.