Question
Assume zero interest rates and no dividends. The 1-year TSLA call option at K=400 is priced at $141, and the 1-year TSLA put option at
Assume zero interest rates and no dividends. The 1-year TSLA call option at K=400 is priced at $141, and the 1-year TSLA put option at the same strike is priced at $88. (i) Based on put-call parity, infer the 1-year forward price on TSLA(__________). (ii) What is the present value of a 1-year forward on TSLA with delivery price of 400? (__________)(value for one share, not 100 shares) (__________) (iii) What's the instrinsic value(__________)and time value(__________)of the call option? (iv) What is the intrinsic value(__________)and time value(__________)of the put option? (v) which option is in-the-money?(__________)(answer ""call"" or ""put""). Give all numeric answers in integers.
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