1)Price the 9 month put and call options with a strike price of $85 over a stock currently trading at $86.15 that has a volatility of 48%pa, when the continuously compounded risk free rate is 0.75%

2)Price the 7 day put and call options with a strike price of $2 over a stock currently trading at $1.97 that has a volatility of 42%pa, when the continuously compounded risk free rate is 0.75%

3)Price the 230 day put and call options with a strike price of $115 over a stock currently trading at $113.47, which is expected to pay a dividend in 17 days time of $2.68 and another dividend in 198 days of $3.15, that has a volatility of 46.50%pa, when the continuously compounded risk free rate is 0.75%. What is the intrinsic value of these options?

4)Price the 318 day put and call options with a strike price of $275 over a stock currently trading at $287.38, which is expected to pay a dividend in 135 days time of $6.54 and another dividend in 317 days of $6.72, that has a volatility of 38.50%pa, when the continuously compounded risk free rate is 0.75%. What is the intrinsic value of these options?

5)In dollars and points price the 120 day SPI 200 Index put and call options with a strike price of 6225 when the S&P/ASX 200 Index is currently trading at 6278 that has a volatility of 25%pa, which has a dividend yield of 2.55% when the continuously compounded risk free rate is 0.75%. What is the intrinsic value of these options?

6)In dollars and points price the 1 day SPI 200 Index put and call options with a strike price of 6200 when the S&P/ASX 200 Index is currently trading at 6202 that has a volatility of 10%pa, which has a dividend yield of 4.25% when the continuously compounded risk free rate is 0.75%. What is the intrinsic value of these options?