Question

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 answers to 4 decimal places, e.g., 32.1616.)
Stock price = $52
Exercise price = $50
Risk-free rate = 4.30% per year, compounded continuously
Maturity = 9 months
Standard deviation = 66% per year
  Call option delta   
  Put option delta   
Business   Finance   
0 0
Add a commentTranscribed image text
Next >

Homework Answers

Answer #1

0 0
Know the answer?
Your Answer:

Post as a guest

Your Name:

What's your source?

Earn Coins

Coins can be redeemed for fabulous gifts.

Log In

Sign Up

Not the answer you're looking for?
Ask your own homework help question
Similar Questions
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 answers to 4 decimal places, e.g., 32.1616.) Stock price = $45 Exercise price = $40 Risk-free rate = 3.40% per year, compounded continuously Maturity = 9 months Standard deviation = 52% per year
What are the prices of a call option and a put option with the following characteristics?...
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 = $76 Exercise price = $75 Risk-free rate = 4.50% per year, compounded continuously Maturity = 4 months Standard deviation = 63% per year   Call price $      Put price $   
What are the prices of a call option and a put option with the following characteristics?...
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 = $77 Exercise price = $75 Risk-free rate = 3.40% per year, compounded continuously Maturity = 5 months Standard deviation = 59% per year
What are the prices of a call option and a put option with the following characteristics?...
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?
A call option with an exercise price of $40 and three months to expiration has a...
A call option with an exercise price of $40 and three months to expiration has a price of $4.10. The stock is currently priced at $39.80, and the risk-free rate is 4 percent per year, compounded continuously. What is the price of a put option with the same exercise price? (Do not round intermediate calculations and round your answer to 2 decimal places, e.g., 32.16.) Put option price= __________
A stock is currently selling for $81 per share. A call option with an exercise price...
A stock is currently selling for $81 per share. A call option with an exercise price of $83 sells for $4.05 and expires in three months. If the risk-free rate of interest is 3 percent per year, compounded continuously, what is the price of a put option with the same exercise price? (Do not round intermediate calculations and round your answer to 2 decimal places, e.g., 32.16.) Put price $
A stock is currently selling for $74 per share. A call option with an exercise price...
A stock is currently selling for $74 per share. A call option with an exercise price of $79 sells for $3.70 and expires in three months. If the risk-free rate of interest is 3.4 percent per year, compounded continuously, what is the price of a put option with the same exercise price? (Do not round intermediate calculations and round your final answer to 2 decimal places. (e.g., 32.16))   Put price $   
You are observing the following market prices. A put option that expires in six months with...
You are observing the following market prices. A put option that expires in six months with an exercise price of $45 sells for $5.80. The stock is currently priced at $40, and the risk-free rate is 3.6% per year, compounded continuously. What is the price of a call option with the same exercise prices and maturity? In the above example, suppose you form a portfolio consisting of selling a call option and buying a put option on the same stock....
A put option and a call option with an exercise price of $65 expire in three...
A put option and a call option with an exercise price of $65 expire in three months and sell for $.96 and $5.80, respectively. If the stock is currently priced at $68.40, what is the annual continuously compounded rate of interest? (Do not round intermediate calculations. Enter your answer as a percent rounded 2 decimal places, e.g., 32.16.) Rate of interest
A put option that expires in six months with an exercise price of $54 sells for...
A put option that expires in six months with an exercise price of $54 sells for $4.31. The stock is currently priced at $59, and the risk-free rate is 4.4 percent per year, compounded continuously. What is the price of a call option with the same exercise price?
ADVERTISEMENT
Need Online Homework Help?

Get Answers For Free
Most questions answered within 1 hours.

Ask a Question
ADVERTISEMENT