How to calculate put option
[DOC File]Options, Instructor's Manual
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8-1 a. An option is a contract which gives its holder the right to buy or sell an asset at some predetermined price within a specified period of time. A call option allows the holder to buy the asset, while a put option allows the holder to sell the asset. b. A simple measure of an option…
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A put option with a strike price of 30 costs 1.44. The cost of the straddle is therefore . The profits ignoring the impact of discounting are . Stock Price Range Profit (f) A six-month call option with a strike price of 35 costs 1.85. A six-month put option with a strike price of …
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Use DerivaGem to calculate the value of an American put option on a nondividend paying stock when the stock price is $30, the strike price is $32, the risk-free rate is 5%, the volatility is 30%, and the time to maturity is 1.5 years. (Choose binomial American for the “option type” and 50 time steps.)
[DOC File]CHAPTER 1
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Calculate the price of the January put option. a) $11. b) $24. c) $19. d) $30. e) $25 (e) 22 A stock currently trades for $115. January call options with a strike price of $100 sell for $16, and January put options a strike price of $100 sell for $5. Estimate the price of a risk free bond. a) $120. b) $15.
[DOC File]OPTIONS ON FOREIGN EXCHANGE
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Value of a put at expiration: PT = Max[0, K – ST] Max value of a call is the spot price: C ≤ S. Max value of a put is the strike price P ≤ K. Min value of a call option: C ≥ Min value of a put option: P ≥ where, τ = T – t . Assume: European options. No – arbitrage. Price cannot be < 0 (i.e. C ≥ 0, P ≥ 0) USD put …
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