What has been the implied volatility on the underlying asset

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Reference no: EM132790688

Question 1: How did it affect the option prices?

Question 2: Name 5 factors that affected the prices of the underlying asset and the option.

Question 3: Which factor do you think affects the price of the option?

Question 4: What option strategy would have paid off the best with your company?

Question 5: Show an option pricing example based on actual prices on 09/29 (from the sheet) and today using a binomial tree (Just Up or Down) from then until today.

Question 6: What has been the implied volatility on the underlying asset? How has it compared to that of the market? How does that affect the option prices in terms of their value?

Attachment:- asset.zip

Reference no: EM132790688

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