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4. Replicate the model below the way it is Replicate the model below the way it is , 4. BLACK SCHOLES OPTION PRICING $20.00 $40.00
4. Replicate the model below the way it is
Replicate the model below the way it is , 4. BLACK SCHOLES OPTION PRICING $20.00 $40.00 -3.064 -1 849 Dynamic Chart Call 2 3 Inputs 4 0=Put 5 Standard Dev - Annual 6 Riskfree Rate - Annual (k 7 8 9 10 11 013 15 16 (17 18 119 20 21 22 23 24 25 26 mnamic Chart of Black Scholes Option Pricing Exercise Price me To Mat - Yrs 310000 0.40 $0 01 -15.815 -2.493 -16386 0.000 0.006 omo 0.001 oo $0.02 15.815 2.493 16.386 3.064 1 000 0.994 1 ooo 0.999 $9781 '77.64 6 100 4 -1279 0.101 0.032 $0.88 1279 1.849 0.899 o S68 $100 $40 $0 $0 $60.00 -0.563 -1 .138 0285 0.127 4.66 0.568 1 .138 0.715 0.873 $42.23 $150 $50 $100 Stock Price Nov Dynamic Chart Outputs Stock Price Now Option Price Intrinsic Value N(dl N(d2) Call Price N(-dl ) N(-d2 Put Price $80.00 -0064 -0634 0.475 0263 2.30 0064 0.525 0.737 $2922 $100.00 $120.00 0.327 -0.243 0.628 0.404 $23.40 -0.327 7 0.647 0076 0.741 0.530 $37.16 -0647 0.243 -0.076 0.372 0259 0.596 0.470 $140.00 0.917 0.347 0.820 0.636 52.82 -0.917 -0.347 0.180 0.3641 $200 $160.00 1.151 0.581 0.875 0.719 $69.81 -1 .151 -0.581 0.125 0.281 $21.02! $14.78 $10.44
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