Finance $406-$ Black$-$Scholes

Once the call is determined, use put$-$call parity to find the price of the put.

Current Stock Price: $$40$

Deviation of Stk$.$ Pr$.$: $.45$ di:

$d_2$ :

$N(d_2)$ :

Current Stock Price: $$16$

Deviation of Stk$.$ Pr$.$: $.3$

$d_1$ :

$d_2$ :

$N(d_2)$ :

Current Stock Price: $$48$

Deviation of Stk$.$ Pr$.$: $.8$

$d_1$ :

$d_2$ :

$N(d_2)$ :

Current Stock Price: $$23$

Deviation of Stk$.$ Pr$.$: $.4$

$d_1$ :

$d_2$ :

$N(d_2)$ :

Current Stock Price: $$105\mathrm{.}12$

Deviation of Stk$.$ Pr$.$: $.2$

di:

$d_2$ :

$N(d_2)$ :

$6.$ Current Stock Price: $$350$

Deviation of Stk$.$ Pr$.$: $.2$

$d_1$ :

$d_2$ :

$N(d_2)$ :

$7.$ Current Stock Price: $$514\mathrm{.}80$

Deviation of Stk$.$ Pr$.$: $.2$

$d_1$ :

$d_2$ :

$N(d_2)$ :

$8.$ Current Stock Price: $$125\mathrm{.}46$

Deviation of Stk$.$ Pr$.$: $83$

$d_1$ :

$d_2$ :

$N(d_2)$ :

$9.$ Current Stock Price: $$59$

Deviation of Stk$.$ Pr$.$ : $.5$

$d_1$ :

$d_2$ :

$N(d_2)$ :

Time to maturity: $6$ months

Risk$-$free rate: $6\%$

Exercise Price of the Option: $$38$

$N(d_1)$ :

Time to maturity: $12$ months

$$1\mathrm{.}88$

Risk$-$free rate: $12\%$

Exercise Price of the Option: $$18$

$N(d_1)$ :

Time to maturity: $5$ months

$$14\mathrm{.}85$

Risk$-$free rate: $2\%$

Exercise Price of the Option: $$38$

$N(d_1)$ :

Time to maturity: $3$ months

$$3\mathrm{.}83$

Risk$-$free rate: $6\%$

Exercise Price of the Option: $$20$

$N(d_1)$ :

$$6\mathrm{.}58$

$N(d_1)$ :

$N(d_1)$ :

Time to maturity: $180$ days

$$8\mathrm{.}51$

Risk$-$free rate: $10\%$

Exercise Price of the Option: $$105$

$N(d_1)$ :

Time to maturity: $150$ days

$$26\mathrm{.}53$

Risk$-$free rate: $4\%$

Exercise Price of the Option: $$340$

$N(d_1)$ :

Time to maturity: $365$ days

$$58\mathrm{.}93$

Risk$-$free rate: $4\%$

Exercise Price of the Option: $$500$

$N(d_1)$ :

Time to maturity: $10$ months

$$38\mathrm{.}92$

Risk$-$free rate: $4\mathrm{.}46\%$

Exercise Price of the Option: $$125$

$N(d_1)$ :

Time to maturity: $18$ days

$$3\mathrm{.}48$

Risk$-$free rate $1\mathrm{.}75\%$

Exercise Price of the Option: $$57$

$N(d_1)$ :

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