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Date:.. Spot Price 82.66 = Exercise Price (X) = 84.66 Risk free Rate 2 T= 6month = 5.8% compounded 6/12=1 of years volatility J =
Date:.. Spot Price 82.66 = Exercise Price (X) = 84.66 Risk free Rate 2 T= 6month = 5.8% compounded 6/12=1 of years volatility J = 0.03 Calculate d=2 d2 N () = ? XT = 2 N'ccl) => Cali Premium = 2 Also find and interpret Greeks Delta? Rho= ? Theta 9=7 Vega =
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