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.

Exercise #2 Construct the following table and make a chart which shows the call price and intrinsic value. S 50 Current stock price X 50 Exercise price T 0.50000 Time to maturity of option (in years) r 5.00% Risk-free rate of interest Sigma 25% Stock volatility d1 0.2298 <-- (LN(S/X)+(r+0.5*sigma^2)*T)/(sigma*SQRT(T)) d2 0.0530 <-- d1-sigma*SQRT(T) N(d1) 0.5909 <-- Uses formula NormSDist(d1) N(d2) 0.5211 <-- Uses formula NormSDist(d2) Call price 4.13 <-- S*N(d1)-X*exp(-r*T)*N(d2) Put price 2.90 <-- call price - S + X*Exp(-r*T): by Put-Call parity 2.90 <-- X*exp(-r*T)*N(-d2) - S*N(-d1): direct formula Stock Call Intrinsic price price value 43 0 45 0 47 0 49 0 50 4.13001 0 51 1 53 3 55 5 57 7 59 9 61 11 63 13