you may see the demo file for the call value when the stock price $50. You need to calculate call values when stock price changes to $43, $44, -------, $63, etc. Finally, you construct the profile based on the calculated call values.

AutoSave OFF A 9 av BS_OPM Home Insert Draw Page Layout Formulas Data Review View Tell me Share 0 Comments X Arial . V 10 = = ab Wrap Text Insert v Percentage I Do WE AY W NO @ Ow DX Delete v Paste I U B A + * Merge & Center .00 00 0 $ % ) Conditional Format Cell Formatting as Table Styles Sensitivity Format Sort & Filter Find & Select Analyze Data B9 4x fx 25% A B D E F F G H 1 J J K L M N O o P O R R S T U 1 Exercise #2 2 Construct the following table and make a chart which shows the call price and intrinsic value. 50 Current stock price 50 Exercise price 0.50000 Time to maturity of option in years) 5.00% Risk-free rate of interest 25% Stock volatility 0.2298