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On Jan 19 2021, SPY (the ETF) closed at 378.64. The short-term interest rate is 0.25%. Assume no dividend payments before the February expiration. The
On Jan 19 2021, SPY (the ETF) closed at 378.64. The short-term interest rate is 0.25%. Assume no dividend payments before the February expiration. The minimum value of the February 2021, K = 375, What was the call option, on Jan 19 2021?
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To calculate the value of the call option on Jan 19 2021 we can use the BlackScholes formula C SNd1 ...
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Income Tax Fundamentals 2013
Authors: Gerald E. Whittenburg, Martha Altus Buller, Steven L Gill
31st Edition
1111972516, 978-1285586618, 1285586611, 978-1285613109, 978-1111972516
