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[DOCX File]Test 1, Winter 2013, Econ 134A
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call options with an exercise price of $100 (per share). The expiration date of all of these options is six months from now. Each option is for buying or selling one share. For simplicity in this problem, you can assume that the discount rate is 0%.
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[DOC File]The Binomial-tree Option Calculator
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Calculate (with the calculator) Now, you can start the calculation by pressing . Calculate. With the selected metod the following output is given: Option price. Delta. Gamma. Theta. Vega and. Rho. Probability to reach strike price at maturity. If the option is of European type or an American call option, the values are compared with the values ...
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[DOC File]The Greek Letters of the Black-Scholes Option Pricing Model
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Suppose that the current stock price is $100, the call option price on stock is $10, and the current delta of the call option is 0.4. A financial institution sold 10 call option to its client, so that the client has right to buy 1,000 shares at time to maturity.
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[DOC File]Chapter Seven - Trinity
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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:
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Call options calculator