What are the deltas of a call option and a put option with the
following characteristics? (A negative answer should be
indicated by a minus sign. Do not round intermediate calculations
and round your answers to 4 decimal places, e.g.,
32.1616.)
Stock price | = | $49 |
Exercise price | = | $45 |
Risk-free rate | = | 3.2% per year, compounded continuously |
Maturity | = | 8 months |
Standard deviation | = | 54% per year |
Call option delta __________
Put option delta __________
What are the deltas of a call option and a put option with the following characteristics?...
What are the deltas of a call option and a put option with the following characteristics? (Negative amount should be indicated by a minus sign. Do not round intermediate calculations and round your final answers to 4 decimal places. (e.g., 32.1616)) Stock price = $49 Exercise price = $45 Risk-free rate = 3.20% per year, compounded continuously Maturity = 8 months Standard deviation = 54% per year Call option delta Put option delta
What are the deltas of a call option and a put option with the following characteristics? (A negative answer should be indicated by a minus sign. Do not round intermediate calculations and round your answers to 4 decimal places, e.g., 32.1616.) Stock price = $40 Exercise price = $35 Risk-free rate = 4.9% per year, compounded continuously Maturity = 9 months Standard deviation = 60% per year Answer is complete but not entirely correct. Call option delta Put option delta...
What are the deltas of a call option and a put option with the following characteristics? (A negative answer should be indicated by a minus sign. Do not round intermediate calculations and round your answers to 4 decimal places, e.g., 32.1616.) Stock price = $40 Exercise price = $35 Risk-free rate = 4.9% per year, compounded continuously Maturity = 9 months Standard deviation = 60% per year Call option delta= ? Put option delta= ?
What are the prices of a call option and a put option with the following characteristics? (Do not round intermediate calculations and round your final answers to 2 decimal places. (e.g., 32.16)) Stock price = $85 Exercise price = $80 Risk-free rate = 3.80% per year, compounded continuously Maturity = 5 months Standard deviation = 55% per year Call price $ Put price $
What are the prices of a call option and a put option with the following characteristics? (Do not round intermediate calculations and round your answers to 2 decimal places, e.g., 32.16.) Stock price = $86 Exercise price = $85 Risk-free rate = 5.00% per year, compounded continuously Maturity = 4 months Standard deviation = 62% per year Call price $ Put price $
What are the prices of a call option and a put option with the following characteristics? Stock price=$64 Exercise price =$60 Risk-free rate=2.7% per year compounded continuously. Maturity=4 months Stander deviation of =62% per year. Call price? put price?
What are the prices of a call option and a put option with the following characteristics? (Do not round intermediate calculations and round your answers to 2 decimal places, e.9.,32.16.) Stock price $64 Exercise price $60 Risk-free rate continuously 2.7% per year, compounded Maturity4 months Standard-62% per year deviation Call price Put price
Please Show all work and formulas What are the prices of a call option and a put option with the following characteristics? (Do not round intermediate calculations and round your answers to 2 decimal places, e.g., 32.16.) Stock price = $89 Exercise price = $85 __ 4.00% per year, compounded Risk-free rate = continuously Maturity = 4 months Standard _ * = 53% per year deviation Call price Put price
Problem 22-8 Put-Call Parity A put option and a call option with an exercise price of $75 and three months to expiration sell for $1.35 and $5.70, respectively. If the risk-free rate is 4.4 percent per year, compounded continuously, what is the current stock price? (Do not round intermediate calculations and round your answer to 2 decimal places, e.g., 32.16.) Current stock price
A put option that expires in six months with an exercise price of $45 sells for $2.34. The stock is currently priced at $48, and the risk-free rate is 3.5 percent per year, compounded continuously. What is the price of a call option with the same exercise price? (Do not round intermediate calculations and round your answer to 2 decimal places, e.g., 32.16.) Call priceſ A call option with an exercise price of $70 and four months to expiration has...