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Hull 13.14 |
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Black-Scholes Inputs |
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| 1 |
Stock (S) |
$69.00 |
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| 2 |
Strike (K) |
$70.00 |
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| 3 |
Volatity |
35.0% |
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Variance |
12.25% |
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| 4 |
Riskfree rate (r) |
5.00% |
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| 5 |
Term (T) |
0.50 |
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| 6 |
Div Yield |
0.00% |
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Put option |
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d1 |
0.1666 |
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d2 |
-0.0809 |
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-d1 |
-0.1666 |
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N(-d1) |
0.4338 |
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-d2 |
0.0809 |
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N(-d2) |
0.5322 |
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Put Price |
$6.401 |
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