The current price of a stock is $50, and the annual risk-free rate is 5.5%. A call option with a strike price of $43 and with 1 year until expiration has a current value of $13.78. What is the value of a put option written on the stock with the same exercise price and expiration date as the call option?

given a stock with a current price of 85.50, exercise price of 83.75, put price of 2.60, call price of 4.52, risk ree rate of 0.025, and days in a year of 365, what is the expiration date of the stock?

You have written (sold) a three-month European call option at a strike price of $500. The current stock price (So) is $492.00, the annual risk-free interest rate is 4%, and the volatility of the underlying is 10%. Construct a delta hedge of this position using the underlying asset. Report your answer in the number of shares of the underlying purchased/sold. (Positive values indicate a purchase, negative a short)

TDX stock is currently trading at $100. A 3-month call option in this stock has an exercise price of $105 and trading at $1 (the option premium). A put option with similar maturity period and strike price is trading at $0.5.i) Compute the theoretical value of call and put options if TDX stock price at the end of 3 months will be $95, or $100, or $105, or $110, or $115.  ii) Draw diagrams showing TDX stock price and theoretical values of call and put.  iii) If you purchase one stock and one put option today, what will be the total value of your portfolio at the end of 3 months?  iv) Compute your return on investment or holding period return made in part (iii) above.

Far a nonclividend-paying stock, yOU are giveni) The current stock price is 100 ii) At the end of one year the stock price will either be 100 u or 92 iii) The continuously compounded risk-free interest rate is 0.05 iv) The price of a one-year at the money call option on the stock is 1.78 Calculate u

A stock currently sells for $34.4. A 6-month call option with a strike price of $41 has a premium of $5.5. Let the continuously compounded risk-free rate be 3%. What is the price of the associated 6-month put option with the same strike (to the nearest penny)? Price = $ b) A stock currently sells for $33.35. A 6-month call option with a strike price of $30.1 has a premium of $2.3,and a 6-month put with the same strike has a premium of $0.9. Let the continuously compounded risk-free rate be 4%. What is the present value of dividends payable over the next 6 months (to the nearest penny)?

The price of a European call option on a non dividend paying stock with a strike price of $79 is $8. The stock price is $75, the continuously compounded risk-free rate (all maturities) is 4.50% and the time to maturity is one year. a. What is the price of a one year European put option on the stock with a strike price of $79? (Hint: Use the Put-Call Parity Formula).

The current price of a stock is $34, and the annual risk - free rate is 3 %. A call option with a strike price of $32 and with 1 year until expiration has a current value of $5.54. What is the value of a put option written on the stock with the same exercise price and expiration date as the call option? Do not round intermediate calculations. Round your answer to the nearest cent. Please answer fast i give you upvote.

Calculate the value of a call option for the following stock. Use the Black-Scholes formula. Time to expiration Standard deviation Exercise price Stock price Annual interest rate Dividend 6 months 50% per year $50 $50 3% 0 (Do not round intermediate calculations. Round your answer to 2 decimal places.) Value of a call option

Assuming that a September put option to buy a share for $100 costs $4.50 and is held until September. Under what circumstances will the holder of this option make a profit? Under what circumstances will the option be exercised? Draw a diagram showing how the profit on a long position in the option depends on the stock price at the maturity of the option.