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hull.15.14 by btzoho  212 views
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Hull 15.14
Yellow = InputsGreeks
1Stock (S)$0.80 d1 0.1016
2Strike (K)$0.81 N(d1) 0.5405
3Volatity15.0%d2 (0.0130)
Variance2.25%N(d2) 0.4948
4Riskfree rate (r)8.00%Black-Scholes 0.0374
5Term (T)0.5833N'(d1) 0.3969
6Japan's risk free rate (rf)5.00%Delta 0.5249
Theta (0.0399)
Vega 0.2355
Rho 0.2231
Gamma 4.2059
Hull 15_14
 
     
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