Question
Question 2 (10 pts) Answer the questions below with the given information (P=put, C=call) Underlying Live Cattle futures price: $112.50/cwt Strike Premium ($/cwt) 109.000C $6.175
Question 2 (10 pts) Answer the questions below with the given information (P=put, C=call)
Underlying Live Cattle futures price: $112.50/cwt
| Strike | Premium ($/cwt) |
| 109.000C | $6.175 |
| 109.000P | $2.950 |
| 110.000C | $5.525 |
| 110.000P | $3.250 |
| 111.000C | $4.900 |
| 111.000P | $3.675 |
| 112.000C | $4.325 |
| 112.000P | $4.075 |
| 113.000C | $3.650 |
| 113.000P | $4.450 |
| 114.000C | $3.400 |
| 114.000P | $5.050 |
- What is the intrinsic value of the 109.000 call option? ________________
- What is the time values of the 109.000 call option? __________________
- What is the time value of the 114.000 put option? ___________________
- What is the intrinsic value of the 11000 put option? ________________
- What is the intrinsic value of the 113.000 call option? _________________
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Financial Management Of Financial Institutions
Authors: George H Hempel
1st Edition
0133159604, 9780133159608
