Q5. Consider now that "Olympus stock Exercise Price is increasing from X =54 to a new level X=55. All the other parameters remain the same. 1. Calculate the new value of the Call \ and explain your answers analytically. 2. Calculate the new value of the Put and explain your answer analytically. 3. What is the KAPPA of the Call and the KAPPA of the Put respectively? Explain your numbers analytically. + Option Parameters Five inputs Value Sz: Stock Price 56 56 X: Strike Price 54 55 3/12 6/12 T:Time period of option expiration o: Stock Price Volatility 0.36 0.49 3% 3% R, Risk free interest rate Q5. Consider now that "Olympus stock Exercise Price is increasing from X =54 to a new level X=55. All the other parameters remain the same. 1. Calculate the new value of the Call \ and explain your answers analytically. 2. Calculate the new value of the Put and explain your answer analytically. 3. What is the KAPPA of the Call and the KAPPA of the Put respectively? Explain your numbers analytically. + Option Parameters Five inputs Value Sz: Stock Price 56 56 X: Strike Price 54 55 3/12 6/12 T:Time period of option expiration o: Stock Price Volatility 0.36 0.49 3% 3% R, Risk free interest rate