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http://public.sheet.zoho.com/public/btzoho/hull-15-03
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hull.15.03
hull_15_03
Black-Scholes Inputs
1
Stock (S)
$10.00
2
Strike (K)
$10.00
3
Volatity
25.0%
Variance
6.25%
4
Riskfree rate (r)
10.00%
5
Term (T)
0.50
6
Div Yield
0.00%
Call option
d1
0.3712
Delta = N(d1)
0.6448
d2
0.1945
N(d2)
0.5771
Call Price
$0.958