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Inputs |
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1=call, 0=put |
- |
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put |
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Asset |
$50.00 |
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Solved: |
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Strike |
$50.00 |
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u |
1.1119 |
<< magnitude of up jump |
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Time (yrs) |
0.125 |
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d |
0.8994 |
<< magnitude of down jump |
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Volatility |
30% |
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a |
1.0126 |
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Riskless |
10.0% |
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p |
0.5327 |
<< probability of up jump |
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Div Yield |
0.0% |
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1-p |
0.4673 |
<< probability of down jump |
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Time Node |
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0.000 |
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0.125 |
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0.250 |
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61.82 |
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- |
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55.59 |
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- |
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Stock |
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50.00 |
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50.00 |
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Option |
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2.04 |
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- |
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44.97 |
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4.41 |
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40.44 |
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9.56 |
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