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It is currently Nov 1 and the stock price for ZZZ Corp is 113.25. The risk-free rates are 7.30% (Nov), 7.50% (Dec) and 7.62%(Jan). The
It is currently Nov 1 and the stock price for ZZZ Corp is 113.25. The risk-free rates are 7.30% (Nov), 7.50% (Dec) and 7.62%(Jan). The expiration dates for the options are Nov 15, Dec 20, and Jan 17. Assume the options are European and no dividends are paid. | ||||||
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| Calls | Puts | ||||
Strike | Nov | Dec | Jan | Nov | Dec | Jan |
105 | 8.4 | 10 | 11.5 | 1.3 | 1.3 | 2 |
110 | 4.4 | 7.1 | 8.3 | 0.9 | 2.5 | 3.8 |
115 | 1.5 | 3.9 | 5.3 | 2.8 | 4.8 | 4.8 |
what is the intrinsic value of the November 105 put?
Question 2 options:
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0.30
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8.25
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8.50
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0.00
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none of the above
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