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Use below-given dataset: Stock Price 20 Exercise Price 32 Time to Maturity in years 1 Risk Free Rate 8% Volatility 30% A) Calculate Call and
| Use below-given dataset: | ||
| Stock Price | 20 | |
| Exercise Price | 32 | |
| Time to Maturity in years | 1 | |
| Risk Free Rate | 8% | |
| Volatility | 30% | |
| A) Calculate Call and Put Price. (2.5+2.5=5) | ||
| Greeks are given below: | ||
| Call | Put | |
| Delta | 0.1251 | -0.8749 |
| Gamma | 0.0343 | 0.0343 |
| Theta | -0.0022 | 0.0043 |
| Vega | 0.0412 | 0.0412 |
| Rho | 0.0217 | -0.2737 |
| B) Interpret the GREEKS in detail. (3*5=15) | ||
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Health Care Finance Economics And Policy For Nurses
Authors: Betty Rambur
2nd Edition
0826152538, 978-0826152534
