Question
Assuming this is a 1-period binomial lattice what is the value of a tesla call option for one year if the strike price is 372,
Assuming this is a 1-period binomial lattice what is the value of a tesla call option for one year if the strike price is 372, and after one year the spot price can be either 530 or 174. The probability of an upward movement is 0.5108 and the discount factor for one year is 0.676. Remember e^-rt can also be referred to as a discount factor.
Assuming this is a 1-period binomial lattice what is the value of a tesla call option for one year if the strike price is 328, and after one year the stock price can be either 509 or 276. The probability of an upward movement is 0.7309 and the discount factor for one year is 0.7925. Remember e^-rt can also be referred to as a discount factor.
Assuming this is a 1-period binomial lattice what is the value of a tesla call option for one year if the strike price is 330, and after one year the stock price can be either 487 or 156. The probability of an upward movement is 0.6728 and the discount factor for one year is 0.6361. Remember e^-rt can also be referred to as a discount factor.
Assuming this is a 1-period binomial lattice what is the value of a tesla call option for one year if the strike price is 391, and after one year the stock price can be either 554 or 159. The probability of an upward movement is 0.5418 and the discount factor for one year is 0.981. Remember e^-rt can also be referred to as a discount factor.
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