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1. Consider the following data relevant to valuing a European-style call option on a non dividend- paying stock: Strike price X = 40, Risk free rate = 9 percent, T = six months (i.e., 0.5), and σ = 0.25. For Stock price S = 40. Using the EXCEL software and the Black-Scholes model, compute the value for a European-style call and put options.
2. The stock price 6 months from the expiration of an option is $42, the exercise price of the option is $40, the risk-free interest rate is 10% per annum, and the volatility is 20% per annum. Using the EXCEL software and the Black-Scholes model, compute the value of call and put options
Finance is about Gunns Ltd, a company in dealing with forestry products in Australia. The company has also been listed in Australian Stock Exchange. As many companies producing forestry products, even Gunns Ltd is facing various problems. Due to the ..
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