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hull.22.01 by btzoho  118 views
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$ Macros
 
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Chooser Option
Black-Scholes Inputs
1Stock (S)$10.00 $10.00
2Strike (K)$10.00 $9.80
3Volatity20.0%20.0%
Variance4.00%4.00%
4Riskfree rate (r)4.00%4.00%
5Term (T2)1.001.00
Term (T1)0.500.20
T2-T10.500.50
6Div Yield0.00%0.00%
Call option
d10.30000.3578
N(d1)0.61790.6397
d20.10000.2683
N(d2)0.53980.6058
Call Price$0.993$0.692
Put option
-d1-0.3000-0.3578
N(-d1)0.38210.3603
-d2-0.1000-0.2683
N(-d2)0.46020.3942
Put Price$0.600$0.231
Chooser Option$1.223
Hull_22_01
 
     
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