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In mid-July 2018 , European-style options on the S&P 100 index (OEX) expiring in December 2019 were priced as follows: . Given an interest rate
In mid-July 2018 , European-style options on the S\&P 100 index (OEX) expiring in December 2019 were priced as follows: . Given an interest rate of 2.8% for a December 2019 maturity ( 17 months in the future), use put-call parity (with dividends) to determine: a. The price of a December 2019 OEX put option with a strike price of 1250. b. The price of a December 2019 OEX call option with a strike price of 1290. a. The price of a December 2019 OEX put option with a strike price of 1250. The put price with a strike price of 1250 is . (Round to two decimal places.) Data table (Click on the following icon in order to copy its contents into a spreadsheet.)
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