Question
In: Finance
Use the Black-Scholes model to find the value for a European put option that has an...
Use the Black-Scholes model to find the value for a European put option that has an exercise price of $59.00 and 0.7500 years to expiration. The underlying stock is selling for $67.00 currently and pays an annual dividend yield of 0.02. The standard deviation of the stock’s returns is 0.2900 and risk-free interest rate is 0.04. (Round your final answer to 2 decimal places. Do not round intermediate calculations.)
Solutions
jeff jeffy answered 7 months agoRelated Solutions
Use the Black-Scholes model to find the value for a European put option that has an...
Use the Black-Scholes model to find the value for a European put
option that has an exercise price of $62.00 and four months to
expiration. The underlying stock is selling for $63.50 currently
and pays an annual dividend of $2.07. The standard deviation of the
stock’s returns is 0.24 and risk-free interest rate is 5.5%. (Round
intermediary calculations to 4 decimal places. Round your final
answer to 2 decimal places.)
Use the Black-Scholes model to find the value for a European put option that has an...
Use the Black-Scholes model to find the value for a European put
option that has an exercise price of $62.00 and four months to
expiration. The underlying stock is selling for $64.50 currently
and pays an annual dividend of $1.62. The standard deviation of the
stock’s returns is 0.16 and risk-free interest rate is 4.0%.
(Round intermediary calculations to 4 decimal places. Round
your final answer to 2 decimal places.)
Put value
$
???
Use the Black-Scholes model to find the value for a European put option that has an...
Use the Black-Scholes model to find the value for a European put
option that has an exercise price of $27.00 and 0.5833 years to
expiration. The underlying stock is selling for $20.00 currently
and pays an annual dividend yield of 0.02. The standard deviation
of the stock’s returns is 0.2400 and risk-free interest rate is
0.05 what is the put value?
Use the Black-Scholes model to find the value for a European put option that has an...
Use the Black-Scholes model to find the value for a European put
option that has an exercise price of $34.00 and 0.3333 years to
expiration. The underlying stock is selling for $26.00 currently
and pays an annual dividend yield of 0.03. The standard deviation
of the stock’s returns is 0.3500 and risk-free interest rate is
0.08. (Round your final answer to 2 decimal places. Do not
round intermediate calculations.)
Put value
$
Use the Black-Scholes model to find the value for a European put option that has an...
Use the Black-Scholes model to find the value for a European put
option that has an exercise price of $77.00 and 0.2500 years to
expiration. The underlying stock is selling for $87.00 currently
and pays an annual dividend yield of 0.03. The standard deviation
of the stock’s returns is 0.3900 and risk-free interest rate is
0.09. (Round your final answer to 2 decimal places. Do not
round intermediate calculations.)
Put value
$
-------------------------------------------------------------------------------------------------------------
please make sure the answer is correct
Black-Scholes Model Use the Black-Scholes model to find the price for a call option with the...
Black-Scholes
Model
Use the Black-Scholes
model to find the price for a call option with the following
inputs: (1) current stock price is $28, (2) strike price is $37,
(3) time to expiration is 2 months, (4) annualized risk-free rate
is 5%, and (5) variance of stock return is 0.36. Do not round
intermediate calculations. Round your answer to the nearest
cent.
How do I use the black Scholes model to find the value of a call option...
How do I use the black Scholes model to find the value of a call
option and the value of a put option for each stock? I am doing two
companies, apple and coca-cola.
The Black-Scholes model shows that the value of a put option increases the longer the time...
The Black-Scholes model shows that the value of a put option
increases the longer the time to expiration. Currently, the price
of a stock is $100. There are two put options To sell the stock at
$100. The tree-month option sells for $7 and the six month option
sells for $4.50.
How much do you gain or lose after three months at the following
prices of the underlying stock: $85, $90, $95, $100, $105,
$110?
Using the Black-Scholes option pricing model, find the premium for a put on Uber. The stock...
Using the Black-Scholes option pricing model, find the premium
for a put on Uber. The stock currently trades for $26.70. The
expiration is in 23 days. The strike price is $30. The risk free
rate is 2.25% and the volatility (standard deviation) of the stock
is .44.
Use the Black-Scholes model to find the price for a call option with the following inputs:...
Use the Black-Scholes model to find the price for a call option
with the following inputs: (1) current stock price is $30, (2)
strike price is $36, (3) time to expiration is 6 months, (4)
annualized risk-free rate is 7%, and (5) variance of stock return
is 0.16. Do not round intermediate calculations. Round your answer
to the nearest cent.
ADVERTISEMENT
ADVERTISEMENT
Latest Questions
- In the article from Forbes notes that the goal of a leader is not to clone...
- Many people keep time using a 24 hour clock (11 is 11am and 23 is 11pm,...
- UNIX ONLY -- DIFFICULT LAB ASSIGNMENT This is an extremely difficult subject for me. Could you...
- Do you know why your credit card can be refused even though you are profitable?
- The Following Java expression: S/10 * 10 + 10 – S = C Show that this...
- Year Cash Flow 0 −$9,700 1 5,800 2 2,500 3 3,400 &nb
- In a two – story building, an exterior column is to be designed for a service...
ADVERTISEMENT