Determine the intrinsic value of the call

Reference no: EM131290980

Use the following data from January 31 of a particular year for a group of March 480 options on futures contracts to answer parts a through g.

a. Determine the intrinsic value of the call.

b. Determine the time value of the call.

c. Determine the lower bound of the call.

d. Determine the intrinsic value of the put.

e. Determine the time value of the put.

f. Determine the lower bound of the put.

g. Determine whether put-call parity holds

Reference no: EM131290980

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