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http://public.sheet.zoho.com/public/btzoho/hull-22-18
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hull.22.18
BinaryOption
Binary Call Option
Payoff (Q)
$100.00
Stock (S)
$960.00
Strike (K)
$1,000.00
Volatity
20.0%
Variance
4.00%
Riskfree rate (r)
8.00%
Term (T)
0.50
Div Yield
3.00%
Call option
d1
-0.0412
N(d1)
0.4836
d2
-0.1826
N(d2)
0.4276
Cash-or-nothing Call
$41.080