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hull.11.4 by btzoho  170 views
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$ Macros
 
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Riskfree rate10%
Strike Price$50.00
Stock Price$50.00
Short call option1.0
Shares (0.50)
PutDelta
TimeOptionSharePort
0.0000.5000.5000.5000.500
$55.00 $0.00 ($27.50)($27.50)
$50.00
$45.00 ($5.00)($22.50)($27.50)
PV of Portfolio($26.16)
Option Value$1.16
Alternative Approach
Prob of up jumpp 0.7564
Option value$1.16 << Discounted expected option
payoff at riskless rate
Hull_11_4
 
     
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