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Black-Scholes Inputs |
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| 1 |
Stock (S) |
$19.00 |
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| 2 |
Strike (K) |
$20.00 |
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| 3 |
Volatity |
35.3% |
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Variance |
12.45% |
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| 4 |
Riskfree rate (r) |
4.00% |
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| 5 |
Term (T) |
0.25 |
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| 6 |
Div Yield |
0.00% |
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Call option |
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d1 |
-0.1458 |
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N(d1) |
0.4420 |
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d2 |
-0.3223 |
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N(d2) |
0.3736 |
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Call Price |
$1.00 |
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Put option |
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-d1 |
0.1458 |
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N(-d1) |
0.5580 |
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-d2 |
0.3223 |
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N(-d2) |
0.6264 |
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Put Price |
$1.80 |
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Call + Disc. Strike |
20.80 |
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Put + Stock |
20.80 |
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