http://www.math.drexel.edu/~pg/fin/VanillaCalculator.html

Use Black-Scholes to Solve these problems.

1. What is the value of a Call, given these characteristics: time to expiry = 3 months, strike price = $20, Spot price is $23.50. The standard deviation[1] of the annual stock returns is said to be 29%, the risk free rate of interest would be 4.25%, and the dividend yield rate for the stock is 1.5%.

2. What is the value of a Put, given these characteristics: time to expiry = 3 months, strike price = $20, Spot price is $23.50. The standard deviation of the annual stock returns is said to be 29%, the risk free rate of interest would be 4.25%, and the dividend yield rate for the stock is 1.5%.

3. What is the value of a Put, given these characteristics: time to expiry = 15 months, strike price = $20, Spot price is $23.50. The standard deviation of the annual stock returns is said to be 29%, the risk free rate of interest would be 4.25%, and the dividend yield rate for the stock is 1.5%.

4. What is the value of a Call, given these characteristics: time to expiry = 1 month, strike price = $20, Spot price is $23.50. The standard deviation of the annual stock returns is said to be 29%, the risk free rate of interest would be 4.25%, and the dividend yield rate for the stock is 1.5%.