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The current stock price is 113.4 Calls Puts Strike Nov Dec Jan Nov Dec Jan 105 8.4 10.0 11.5 5.3 1.3 2.0 110 4.4 7.1
- The current stock price is 113.4
|
| Calls | Puts | ||||
| Strike | Nov | Dec | Jan | Nov | Dec | Jan |
| 105 | 8.4 | 10.0 | 11.5 | 5.3 | 1.3 | 2.0 |
| 110 | 4.4 | 7.1 | 8.3 | 0.9 | 2.5 | 3.8 |
| 115 | 1.5 | 3.9 | 5.3 | 2.8 | 4.8 | 4.8 |
- What is the intrinsic value of the Nov 115 Call?
- What is the intrinsic value of the Jan 115 Put?
- What is the time value of the Dec 105 Call?
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The Bank Analysts Handbook Money Risk And Conjuring Tricks
Authors: Stephen M. Frost
1st Edition
0470091185, 978-0470091180
