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hull.11.1 by btzoho  224 views
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$ Macros
 
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Riskfree rate8%
Strike Price$39.00
Stock Price$40.00
Short call option1.0
Shares 0.75
CallDelta
TimeOptionSharePort
0.0000.0830.0830.0830.083
$42.00 ($3.00)$31.50 $28.50
$40.00
$38.00 $0.00 $28.50 $28.50
PV of Portfolio$28.31
Option Value$1.69
Alternative Approach
Prob of up jumpp 0.5669
Option value$1.69 << Discounted expected option
payoff at riskless rate
Hull_11_1
 
     
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