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hull.13.14 by btzoho  180 views
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$ Macros
 
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Hull 13.14
Black-Scholes Inputs
1Stock (S)$69.00
2Strike (K)$70.00
3Volatity35.0%
Variance12.25%
4Riskfree rate (r)5.00%
5Term (T)0.50
6Div Yield0.00%
Put option
d10.1666
d2-0.0809
-d1-0.1666
N(-d1)0.4338
-d20.0809
N(-d2)0.5322
Put Price$6.401
Hull_13_14
 
     
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