What is the value of a 3-month call option with a strike price of $25 given the Black-Scholes option pricing model and the following information?
C = ($29.30 × 0.74699) - ($25 × 2.71828-0.04 × 0.25 × 0.66642) = $5.39
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61.
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What is the value of a 6-month call with a strike price of $25 given the Black-Scholes option pricing model and the following information?
C = ($17.20 × 0.26016) - ($25 × 2.71828-0.0375 × 0.5 × 0.14456) = $0.93
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62.
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What is the value of a 6-month put with a strike price of $27.25 given the Black-Scholes option pricing model and the following information?
P = ($27.25 × 2.71828-0.035 × 0.5) + $1.46106 - $22.60 = $5.64
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63.
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What is the value of a 3-month put with a strike price of $45 given the Black-Scholes option pricing model and the following information?
P = ($45 × 2.71828-0.045 × .25) + $9.31 - $52.90 = $0.91
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