Question
Please calculate implied volatility of the OW20F222000 option (on the WSE). Relevant data please find on the stock exchange and WIBOR publishing pages or NBP
Please calculate implied volatility of the OW20F222000 option (on the WSE). Relevant data please find on the stock exchange and WIBOR publishing pages or NBP (if you cannot obtain current data, you can use historical data e.g. from 2021 - regarding one of the necessary data but it will be better to use current information). Please also try to estimate the price volatility of the underlying instrument using the historical method. Please compare the results you may also compare the result with the calculations from calculator on the WSE page (see lecture materials). The task should be made in Maxima although some part of it (esp. for historical volatility) may be done in a spreadsheet (MS Excel or LibreOffice Calc etc.).
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