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Given an interest rate of 0.36% for a December 2017 maturity In mid-February 2016, European-style options on the S&P 100 index (DEX) expiring in December
Given an interest rate of 0.36% for a December 2017 maturity In mid-February 2016, European-style options on the S&P 100 index (DEX) expiring in December 2017 were priced as follows: (22 months in the future), use put-call parity (with dividends) to determine: a. The price of a December 2017 OEX put option with a strike price of 850. b. The price of a December 2017 OEX call option with a strike price of 890. Data table a. The price of a December 2017 OEX put option with a strike price of 850. (Click on the following icon in order to copy its contents into a spreadsheet.) The put price with a strike price of 850 is 96.32). (Round to two decimal places.) Dec 2017 OEX Index Options Strike Price Call Price Put Price 850 88.88 870 76.44 102.36 890 112.35
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