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E F G H Н 20 A B с BF435 Points Final Exam Score Problem 1, Black-Scholes Value a European Call and Put option on Micros
Posted: Mon May 02, 2022 9:03 am
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E F G H Н 20 A B с BF435 Points Final Exam Score Problem 1, Black-Scholes Value a European Call and Put option on Microsoft using Black-Scholes d Nd) N-d) N'(d) d1 d2 check Call Put 5 Black-Scholes option model Microsoft (MSFT) 34/21/2022 Input 9 S = 287.62 10 K= 285 11 Expiration = 6/17/2022 12 T 13 = 1.14% 14 Dividend, Yield 0.62 15 volatility - 33,200% 16 Ken.tt 17 18 19 20 21 22 23 24 25 26 27 28 29 Value Delta Gamma (1%) Vega (1 vol point) Rho (1 bp) RO