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  • Data Stock Option

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    Anurag Jain
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    © All Rights Reserved
    Download as XLSX, PDF, TXT or read online from Scribd
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    8 views1 page

    Data Stock Option

    Uploaded by

    Anurag Jain

    Copyright:

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

    A B C D E F G

    1 Call with dividends


    2
    3
    4 Input data
    5 Stock price
    6 Exercise price
    7 Duration
    8 Risk free rate (remember, take the log of 1+ risk-free rate)
    9 Dividend rate 0
    10 Volatility
    11
    12 Predicted
    13 Call price #DIV/0!
    14 Put Price #DIV/0!
    15
    16
    17 Other quantities for option price
    18 d1 #DIV/0! N(d1) #DIV/0!
    19 d2 #DIV/0! N(d2) #DIV/0!

    Exhibit 28

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