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Option Strike Price, k S0 u d R t1 t2 p1 1-p1 p2 1-p2 Put 45 50 20% 20% 8.00% 6 6 0.60 0.40 0.60 0.40
or both Call & Put Options (Just select the type of option below)
72 0
Fuu
Fu = 50 0 1.91
Fo =
Fd =
Fdd
Find the price of a put option with a strike price of 45 on a stock which is currently trading at Rs 50. the stoc
rently trading at Rs 50. the stock can go up by 20% or down by 20%. There are two time periods of 6 months each. R=8%
72 0
Fuu
Fu = 50 0 1.91
60 0 0 48 0 40 5 4.97 32 13 Fud
Fo =
Fd =
Fdd
72 if(C8="Call",if(C9<T11
Find the price of a call option with a strike price of 65 on a stock which is currently trading at Rs 72. the stock
ntly trading at Rs 72. the stock can go up by 30% or down by 15%. There are two time periods of 4 months & 3 months each. R=7.5%
121.68 56.68
Fuu
Fu = 72 7 14.52
Fo =
Fd =
Fdd
Straddle
Type 1st Option Call 2nd Option Put Position Buy Buy Strike Price Premium 5500 5500 100 100
Nifty 4900 5000 5100 5200 5300 5400 5500 5600 5700 5800 5900 6000 6100
Rough
Rough