Given are 2 examples of TSLA calls: 1. S0 = $768.61; T = 7/15/22; X= $800 05/13/2022 - 14:43 Market - Buy OPTIONS TSLA22
Posted: Fri May 20, 2022 7:54 am
Given are 2 examples of TSLA calls:
1. S0 = $768.61; T = 7/15/22; X= $800
05/13/2022 - 14:43 Market - Buy OPTIONS TSLA2215G800 Tesla Inc 26
$75.0000
2. S0 = $768.61; T = 7/15/22; X= $700
05/13/2022 - 14:38 Market - Buy OPTIONS TSLA2215G700 Tesla Inc 15
$129.2000
For BOTH options – state what was the intrinsic value and the
time value at purchase; figure out the σ
of the option using the given macro; calculate the current ROI
given the closing price of TSLA on the
board.
1. S0 = $768.61; T = 7/15/22; X= $800
05/13/2022 - 14:43 Market - Buy OPTIONS TSLA2215G800 Tesla Inc 26
$75.0000
2. S0 = $768.61; T = 7/15/22; X= $700
05/13/2022 - 14:38 Market - Buy OPTIONS TSLA2215G700 Tesla Inc 15
$129.2000
For BOTH options – state what was the intrinsic value and the
time value at purchase; figure out the σ
of the option using the given macro; calculate the current ROI
given the closing price of TSLA on the
board.