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On July 6th, the dividend yield on the stock is 2.7%. What is the theoretical fair value of the October 165 call? S=165.13, K=165, r=0.0571,
On July 6th, the dividend yield on the stock is 2.7%. What is the theoretical fair value of the October 165 call?
S=165.13, K=165, r=0.0571, Sigma=0.21, T=0.2795
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CALLS PUTS STRIKE JUL AUG OCT JUL AUG OCT 155 10.50 11.75 14.00 0.19 1.25 2.75 6.00 8.13 11.13 0.75 2.75 4.50 165 2.695.25 8.13 2.38 4.75 6.75 170 0.81 3.25 6.00 5.75 7.50 9.00 160Step by Step Solution
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