Finance Questions
AmazingExpert
bsopm.xlsxbsopm AAPL
| Inputs: | ||||||||
| Stock Price | 666.8 | ln(S/X) | 0.0027031102 | d1 = | 0.0805580484 | |||
| Exercise Price | 665 | (r+s2/2)t | 0.0062278726 | |||||
| Time to Expiration | 0.1178082192 | s(t)0.5 | 0.1108639423 | d2 = | -0.0303058939 | |||
| Interest Rate | 0.0007 | |||||||
| Standard Deviation | 0.323 | |||||||
| N(d1) = | 0.5321032849 | SN(d1) | 354.8064703437 | |||||
| Xe-rtN(d2) | 324.4344236075 | |||||||
| N(d2) = | 0.487911548 | |||||||
| Call Premium: | 30.3720467362 | |||||||
| Put Premium: | 28.5172092714 |
Summary Information from BSOPM Example Based on prices and rates for October 4, 2012: AAPL November 665 call and put Call (and Put)
