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What is the put price given this information? (EXCEL) Question: CORRECT Class Example: 0.99004983 0.5 0.98511194 0.75 0.98019867 1 Stock Price 80 Sigma Squared Volality
What is the put price given this information? (EXCEL)
Question:
CORRECT Class Example:
0.99004983 0.5 0.98511194 0.75 0.98019867 1 Stock Price 80 Sigma Squared Volality 0.25 0.0625 Interest Rate 0.02 Dividend 0 0.99501248 Time to Maturity 0.25 Strike Price d1 2.4040 N(01) 0.9919 d2 60 2.2790 N/d2) 0.9887 Call Price 20.33 Put Price 2.5065 0.9939 2.4623 0.9931 20.52 2.6090 0.9955 2.6090 0.9955 20.80 2.7115 0.9967 2.7115 0.9967 21.12 Correct numbers for the three options (for calibration purposes): Enet June 120 Call and Put Stock prices 150 Exercise price E 120 Risk-free rater 0.04 Volatility 0.4 Maturity (years) 0.25 Put d1 N(d1). d2 N(2) Call 1.26572 0.89719 1.06572 0.85672 Value 32.79 1.60 0.99004983 0.5 0.98511194 0.75 0.98019867 1 Stock Price 80 Sigma Squared Volality 0.25 0.0625 Interest Rate 0.02 Dividend 0 0.99501248 Time to Maturity 0.25 Strike Price d1 2.4040 N(01) 0.9919 d2 60 2.2790 N/d2) 0.9887 Call Price 20.33 Put Price 2.5065 0.9939 2.4623 0.9931 20.52 2.6090 0.9955 2.6090 0.9955 20.80 2.7115 0.9967 2.7115 0.9967 21.12 Correct numbers for the three options (for calibration purposes): Enet June 120 Call and Put Stock prices 150 Exercise price E 120 Risk-free rater 0.04 Volatility 0.4 Maturity (years) 0.25 Put d1 N(d1). d2 N(2) Call 1.26572 0.89719 1.06572 0.85672 Value 32.79 1.60Step by Step Solution
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