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1. Price the 230 day put and call options with a strike price of $115 over a stock currently trading at $113.47, which is expected to pay a dividend in 17 days time of $2.68 and another dividend in 198 days of $3.15, that has a volatility of 46.50%pa, when the continuously compounded risk free rate is 0.75%. What is the intrinsic value of these options?
2. Price the 318 day put and call options with a strike price of $275 over a stock currently trading at $287.38, which is expected to pay a dividend in 135 days time of $6.54 and another dividend in 317 days of $6.72, that has a volatility of 38.50%pa, when the continuously compounded risk free rate is 0.75%. What is the intrinsic value of these options?
3. In dollars and points price the 120 day SPI 200 Index put and call options with a strike price of 6225 when the S&P/ASX 200 Index is currently trading at 6278 that has a volatility of 25%pa, which has a dividend yield of 2.55% when the continuously compounded risk free rate is 0.75%. What is the intrinsic value of these options?
4. In dollars and points price the 1 day SPI 200 Index put and call options with a strike price of 6200 when the S&P/ASX 200 Index is currently trading at 6202 that has a volatility of 10%pa, which has a dividend yield of 4.25% when the continuously compounded risk free rate is 0.75%. What is the intrinsic value of these 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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