Call option premium calculator
[DOC File]INFLATION, CASH FLOWS AND DISCOUNT RATES
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Exercise price (of call option) = promised debt payment The promised principal plus interest is due at time T, when the debt matures. The value of what the bondholder acquires by lending money to the firm is the value of the firm’s asset minus the value of the call option given to the shareholders.
[DOC File]Chapter Seven
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Using the CBOE Options Calculator, prepare a delta table for 90-day, American style options with striking prices of 350, 355, and 360. ANSWER: Striking Price 350 355 360 Call Delta 0.594 0.540 0.485 Put Delta (0.415 (0.471 (0.528 Repeat Problem 1 for European exercise style. ANSWER:
[DOC File]Year 1
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Call options are contracts giving the option holder the right to buy something, while put options, conversely entitle the holder to sell something. Payment for call and put options, takes the form of a flat, up-front sum called a premium.
[DOC File]CHAPTER 7
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Which of the following events would make it more likely that a company would choose to call its outstanding callable bonds? a. A reduction in market interest rates. b. The company’s bonds are downgraded. c. An increase in the call premium. d. Statements a and b are correct. e. Statements a, b, and c are correct. Call provision Answer: b Diff: E
[DOC File]Chapter 10
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Conversion premium = Bond value – market conversion value = $775 – $583.24 = $191.76. CFA 4. The call provision requires the firm to offer a higher coupon (or higher promised yield to maturity) on the bond in order to compensate the investor for the firm's option to call back the bond at a specified call price if interest rates fall ...
[DOC File]Options The Greeks
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An at the money call option has a delta of 0.5. An at the money put option has a delta value of -0.5. ... The JSE’s Options webpage has a link to a web-based portfolio options initial margin calculator that, in addition to calculating option premium and initial margin, also calculates and displays the values of the Greeks. The initial margin ...
[DOC File]Ch - Iowa State University
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The bonds had a 9 percent call premium, with 5 years of call protection. Today, Singleton called the bonds. Compute the realized rate of return for an investor who purchased the bonds when they were issued and held them until they were called. The rate of return is approximately 15.03%, found with a calculator using the following inputs:
[DOC File]CHAPTER 3
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The discount factor 6.636 is found to be approximately 4.4 percent. As long as the implicit interest rate for Option B is less than 4.4 percent, Option B will be the lowest cost lease than Option A. or by financial calculator: 4.35%. 19-3 (a) Loan = $27,000 x PVAIF5,12% = $27,000 x 3.605 = $97,335. or by financial calculator: $97,328.96
[DOCX File]Home - UCSB Department of Economics
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If Bubba owns a European call option with a $60 exercise price and an expiration date two years from now, what is the present value of the option? Assume an effective annual discount rate of 5%. A. $0B. $0.12C. $0.25D. $0.50E. $1
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