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  • Task 7

    Uploaded by

    nikhils88
    5 views1 page
    sasa

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    sasa

    Copyright:

    © All Rights Reserved
    Download as XLSX, PDF, TXT or read online from Scribd
    Flag for inappropriate content
    5 views1 page

    Task 7

    Uploaded by

    nikhils88
    sasa

    Copyright:

    © All Rights Reserved
    Download as XLSX, PDF, TXT or read online from Scribd
    Flag for inappropriate content
    of 1

    Spot price

    Strike price
    Risk free rate
    Period

    S
    k
    Rf
    t

    50
    49
    8%
    0.25

    estimated future price high


    estimated future price Low

    52
    48

    OPTION PRICING

    premium percent*estimate
    future price high+(1-premium
    percent)*estimated future price
    low
    51.0100670013 p*52+(1-p)*48
    4p+48
    p 0.7525167503

    future price =

    Payof

    2.257550251

    Premium

    2.212847761

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