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Underlying priced at 400 with MAD of 80. Q2a. What is the probability of option expiring ITM for a 440 CALL? Q2b. What is the

Underlying priced at 400 with MAD of 80. Q2a. What is the probability of option expiring ITM for a 440 CALL?

Q2b. What is the average underlying price when CALL expires ITM?

Q2c. What is the average CALL option payment conditional on that the call expires in the money? (not this is asking for OPTION payment NOT average stock price when option expires ITM)

Q2d. How much should the CALL be priced at today?

Q2e. Out of the price in Q2d, how much of that is intrinsic value and how much is time value?

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