Risk and risk management is an integral part of business policy of the company engaged in the exploration and production of hydrocarbons. In order to be able to numerically present and analyse the risk of investment in individual geological areas, it is necessary to calculate the risk-neutral value. The calculation of the risk-neutral value of monetary units was applied to investigate additional amounts of hydrocarbons in the existing structures of the western part of the Sava Depression. The calculated value of 2.32·10⁶ risk-neutral USD (500 000 m³ of geological reserves of hydrocarbons) for the exploration geological probability value is the investment maximum in the western Sava Depression exploration area for the company's 50 million USD hydrocarbon exploration budget.