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Posted on Sep 23, 2024

hi: i need help for finding a: decemebr 2009 call option with $5 stike price b: decemebr 2009 put option $6 stile price c: march

hi: i need help for finding

a: decemebr 2009 call option with $5 stike price

b: decemebr 2009 put option $6 stile price

c: march 2010 put option $7 stike price

all the information is given thank you!! image text in transcribed

Score: 0 of 1 pt 7 of 77 complete) HW Score: 85.71%, 6 of 7 pts P21-13 (similar to) Question Help Using the data in Table 21.1, compare the price on July 24, 2009, of the following options on JetBlue stock to the price predicted by the Black Scholes formula. Assume that the standard deviation of JetBlue stock is 64% per year and that the short-term risk-free rate of interest is 1.2% per year. a December 2009 call option with a $5.00 strike price b. December 2009 put option with a $6.00 strike price c. March 2010 put option with a $7.00 strike price Note: Table 21.1 a. December 2009 call option with a $5.00 strike price The December contract expires on the Saturday (December 19) following the third Friday of December, there are 148 dayn left until expiration The price of the call according to the Black-Scholes formula is (Round to the nearest cont.) JetBlue Option Quotes JBLU Jul 24 2009 @ 17:17 ET Bid 5.03 Ask 5.04 Size 168 x 96 5.03 +0.11 Vol 7335887 Open Vol Int Calls Bid Ask Vol Open Int Puts Bid Ask 09 Dec 5.00 UGQ LA De Dec 0DUGOLF 10 Jan 5:00 UGO AA 10 Jan 6.00 UGO AR 10 Jan 9.00 UGO AD 10 Mar 500 LJGO CAI 10 Mar 00 UGO CA 10 Mar 700 UGO CG 0.80 0.45 0.85 0.50 0.05 1.05 0.65 0.40 0.90 0.55 1.00 0.60 0.15 1.15 0.75 0.50 47 2 125 28 0 0 0 5 5865 259 6433 0 818 50 146 3 09 Dec 5.00 UGO XA 09 Dec 6.00 UGOXF) 10 Jan 5.00 UGO MA 10 Jan 8.00 UGO ME 10 Jan 9.00 UGO MO 10 Mar 6.00 UGG OA 10 Mar 8.00 UGG OF 10 Mar 700 UGO OGI 0.80 1.40 0.85 1.45 4.00 1.00 1.60 230 0.90 150 0.95 1.55 4.10 1.10 1.70 2.45 6 0 10 0 0 0 10 10 1000 84 14737 22 0 40 41 0 Source: Chicago Board Options Exchange at www.choe.com Score: 0 of 1 pt 7 of 77 complete) HW Score: 85.71%, 6 of 7 pts P21-13 (similar to) Question Help Using the data in Table 21.1, compare the price on July 24, 2009, of the following options on JetBlue stock to the price predicted by the Black Scholes formula. Assume that the standard deviation of JetBlue stock is 64% per year and that the short-term risk-free rate of interest is 1.2% per year. a December 2009 call option with a $5.00 strike price b. December 2009 put option with a $6.00 strike price c. March 2010 put option with a $7.00 strike price Note: Table 21.1 a. December 2009 call option with a $5.00 strike price The December contract expires on the Saturday (December 19) following the third Friday of December, there are 148 dayn left until expiration The price of the call according to the Black-Scholes formula is (Round to the nearest cont.) JetBlue Option Quotes JBLU Jul 24 2009 @ 17:17 ET Bid 5.03 Ask 5.04 Size 168 x 96 5.03 +0.11 Vol 7335887 Open Vol Int Calls Bid Ask Vol Open Int Puts Bid Ask 09 Dec 5.00 UGQ LA De Dec 0DUGOLF 10 Jan 5:00 UGO AA 10 Jan 6.00 UGO AR 10 Jan 9.00 UGO AD 10 Mar 500 LJGO CAI 10 Mar 00 UGO CA 10 Mar 700 UGO CG 0.80 0.45 0.85 0.50 0.05 1.05 0.65 0.40 0.90 0.55 1.00 0.60 0.15 1.15 0.75 0.50 47 2 125 28 0 0 0 5 5865 259 6433 0 818 50 146 3 09 Dec 5.00 UGO XA 09 Dec 6.00 UGOXF) 10 Jan 5.00 UGO MA 10 Jan 8.00 UGO ME 10 Jan 9.00 UGO MO 10 Mar 6.00 UGG OA 10 Mar 8.00 UGG OF 10 Mar 700 UGO OGI 0.80 1.40 0.85 1.45 4.00 1.00 1.60 230 0.90 150 0.95 1.55 4.10 1.10 1.70 2.45 6 0 10 0 0 0 10 10 1000 84 14737 22 0 40 41 0 Source: Chicago Board Options Exchange at www.choe.com