What are the deltas of a call option and a put option with the following characteristics? (Negative amount should be indicated by a minus sign. Do not round intermediate calculations and round your answers to 4 decimal places, e.g., 32.1616.)
Stock price = $60
Exercise price = $55
Risk-free rate = 3.90% per year, compounded continuously Maturity =
9 months Standard deviation = 47% per year
Call option delta ???
Put option delta ???
LOOKING FOR CALL OPTION DELTA AND PUT OPTION DELTA..PLEASE FOLLOW INSTRUCTIONS ON ROUNDING DECIMALS, PLEASE !!!!!!!!!!!!!!!!!!!!!
What are the deltas of a call option and a put option with the following characteristics? (Negative amount should be indicated by a minus sign. Do not round intermediate calculations and round your answers to 4 decimal places, e.g., 32.1616.)
Stock price = $60
Exercise price = $55
Risk-free rate = 3.90% per year, compounded continuously Maturity =
9 months Standard deviation = 47% per year
Call option delta ???
Put option delta ???
LOOKING FOR CALL OPTION DELTA AND PUT OPTION DELTA..PLEASE FOLLOW INSTRUCTIONS ON ROUNDING DECIMALS, PLEASE !!!!!!!!!!!!!!!!!!!!!
Related questions
| What are the prices of a call option and a put option with the following characteristics? (Do not round intermediate calculations and round your answers to 2 decimal places, e.g., 32.16.) |
| Stock price | = | $70 |
| Exercise price | = | $65 |
| Risk-free rate | = | 4.20% per year, compounded continuously |
| Maturity | = | 4 months |
| Standard deviation | = | 60% per year |
| A call option with an exercise price of $65 and three months to expiration has a price of $4.20. The stock is currently priced at $64.80, and the risk-free rate is 4 percent per year, compounded continuously. What is the price of a put option with the same exercise price? (Do not round intermediate calculations and round your answer to 2 decimal places, e.g., 32.16.) |
| Put option price |
