What is the implied volatility of options

Assignment Help Operation Management
Reference no: EM132692320

Currently one month at the money call options on Telsa Motors (TSLA) are trading at $20. TSLA trades for $420/share, does not pay dividends, and the risk free rate is currently 1% pa.

What is the implied volatility of these options, in Percent, rounded to the nearest percent?

Reference no: EM132692320

Questions Cloud

Required rate of return on the investor portfolio : The market risk premium is equal to 6% and Treasury bonds have a yield of 4%. What is the required rate of return on the investor's portfolio?
Proposal for Change : Design a proposal for a process improvement or cultural change that would affect all levels of staff in the organization
Create an art piece of photography or cinematography : Select a photograph or film art piece to use as a point of inspiration. Create an art piece of photography or cinematography inspired by your selected art.
Compute the comprehensive income for Chewco Co : The net income of Chewco Co. was $50,000 for Year 1. Compute the comprehensive income for Chewco Co. for the year ended December 31, Year 1
What is the implied volatility of options : What is the implied volatility of these options, in Percent, rounded to the nearest percent?
What is magnetic imaging division residual income for year : Top management of Medical Diagnostics, Inc., has set a minimum required rate of return, What is the Magnetic Imaging Division's residual income for the year?
Calculate the npv of project-caradoc machine shop : Caradoc Machine Shop is considering a four-year project to improve its production efficiency. Buying a new machine press for $427,000 is estimaed to result
Describe five brand touchpoints : Name and describe five brand touchpoints using one touchpoint for each phase of the consumer buying process.
Calculate the ytm : Mr. Will offers the price of $110,145,246.91 for Depma Corp. bond to Mr. Chandra. Calculate the YTM!

Reviews

Write a Review

Operation Management Questions & Answers

  Book review - the goal

Operations Management is about a book review. Title of the book is "Goal". This book has been written by Dr. Eliyahu Goldartt. The book has been appreciated by many as one of those books which offers an insight into the operations and strategic capac..

  Operational plan in hospitality enterprise

Operational plan pertaining to a hospitality enterprise is given in detail in the solution. The operational plan is an important plan or preparation which gives guidelines regarding the role and responsibilities of each and every operation at all lev..

  Managing operations and information

Recognise the importance of a strategic approach to the development and deployment of organisational information systems. Demonstrate an understanding of the importance of databases and their integration to the organisation's overall information mana..

  A make-or-buy analysis

An analysis of the holding costs, including the appropriate annual holding cost rate.

  Evolution and contributor of operations management

Briefly explain Evolution and contributor of Operations management.

  Functions and responsibilities of an operations manager

A number of drivers of change have transformed the roles, functions and responsibilities of an operations manager over recent years. These drivers have not only been based on technological innovations but also on the need for organisations to develop..

  Compute the optimal order quantity

Compute the Optimal Order quantity of DVD players. Determine the appropriate reorder point.

  Relationship to operations practice in the organisation

Evaluate problems in operations and identify approaches to overcoming them. Critically evaluate operating plans and identify areas for improvement. Justify, implement and evaluate changes to operations in line with modern approaches.

  A make or buy analysis

Develop a report for Figi Fabricating that will address the question of whether the company should continue to purchase the part from the supplier or begin to produce the part itself.

  Prepare a staffing plan

Prepare a staffing plan showing the change of your unit from medical/surgical staffing to oncology staffing.

  Leadership styles in different organizations

Ccompare the effectiveness of different leadership styles in different organizations

  Risk management tools and models

Be able to understand the concept of risk, roles and responsibilities for risk management and risk management tools and models.

Free Assignment Quote

Assured A++ Grade

Get guaranteed satisfaction & time on delivery in every assignment order you paid with us! We ensure premium quality solution document along with free turntin report!

All rights reserved! Copyrights ©2019-2020 ExpertsMind IT Educational Pvt Ltd