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The following information relates to option quotes for Unilever for the month of July PRICES CALL OPTIONS PUT OPTIONS Share Prices Strike Price October November
The following information relates to option quotes for Unilever for the month of July
PRICES | CALL OPTIONS | PUT OPTIONS | |||||
Share Prices | Strike Price | October | November | December | October | November | December |
GH | GH | GH | GH | GH | GH | GH | GH |
114 | 110 | 4 | 7 | 8 | 3/8 | 2 | 3 |
114 | 115 | 7/8 | 37 8 | 5 | 1 | 4 | 5 |
114 | 120 | 1/8 | 2 | 2 | 6 1 8 | 7 3 4 | 8 |
114 | 118 | 3/8 | 2 1 4 | 3 | 4 1 2 | 7 1 2 | 8 |
114 | 110 | 3 | 4 | 5 1 4 | 6 1 2 | 5 3 4 | 8 |
114 | 112 | 61 8 | 7 3 4 | 8 1 4 | 7 8 | 3 7 8 | 5 |
Compute the intrinsic and time value for each option. You are required to present two tables one showing the INTRINSIC VALUE and one showing the TIME VALUE of each
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