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- What is the value of a put option if the underlying stock price is $44, the strike price is $37, the underlying stock volatility is 49 percent, and the risk-free rate is 5.6 percent? Assume the option has 137 days to expiration. (Use 365 days in a year. Do not round intermediate calculations. Round your answer to 2 decimal places.) Value of a put optionWhat is the value of a call option if the underlying stock price is $71, the strike price is $73, the underlying stock volatility is 35 percent, and the risk-free rate is 4.8 percent? Assume the option has 132 days to expiration. (Use 365 days in a year. Do not round intermediate calculations. Round your answer to 2 decimal places.)What is the value of a put option if the underlying stock price is $47, the strike price is $40, the underlying stock volatility is 52 percent, and the risk-free rate is 5.5 percent? Assume the option has 150 days to expiration. (Use 365 days in a year. Do not round intermediate calculations. Round your answer to 2 decimal places.) X Answer is complete but not entirely correct. Value of a put option $ 7.00
- What is the value of a call option if the underlying stock price is $112, the strike price is $105, the underlying stock volatility is 39 percent, and the risk-free rate is 6.1 percent? Assume the option has 128 days to expiration. (Round your answer to 2 decimal places. Omit the "$" sign in your response.) Call option $Suppose that a call option with a strike price of $48 expires in one year and has a current market price of $5.17. The market price of the underlying stock is $46.25, and the risk-free rate is 1%. Use put-call parity to calculate the price of a put option on the same underlying stock with a strike of $48 and an expiration of one year. The price of a put option on the same underlying stock with a strike of $48 and an expiration of one year is $. (Round to the nearest cent.)Assume that the value of a call option using the Black-Scholes model is $8.94. The interest rate is 8 percent, and the time to maturity is 90 days. The price of the underlying stock is $47.38, and the exercise price is $45. Calculate the price of a put using the put-call parity relationship.
- Suppose a put option is traded at $3. The underlying stock of the option is traded at $105 per share at the same time. The option expires in 3 months and has a strike price of $104. What is the intrinsic value of the option? Is the option in the money, at the money, or out of the money?A call option currently sells for $9.25. It has a strike price of $45 and six months to maturity. A put with the same strike and expiration date sells for $7.50. If the risk-free interest rate is 6.3 percent, what is the current stock price? (Do not round intermediate calculations. Round your answer to 2 decimal places.) Current stock priceSuppose that a June call option to buy a share for $65 costs $3.5 and is held until June. Under what circumstances will the holder of the option make 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.
- What is the value of a European put option if the underlying stock price is $36, the strike price is $29, the underlying stock volatility is 41 percent, and the risk-free rate is 4 percent? Assume the option has 150 days to expiration. (Use 365 days in a year. Do not round intermediate calculations. Round your answer to 2 decimal places. Omit the "$" sign in your response.) Value of a European put option $A call option is currently selling for $4.7. It has a strike price of $75 and four months to maturity. What is the price of a put option with a $75 strike price and four months to maturity? The current stock price is $77, and the risk-free interest rate is 5.2 percent. (Round your answer to 2 decimal places. Omit the "$" sign in your response.) Price of a put optionEstimate the "Rho" of the following option. Assume that there are 252 days in a trading year and thus exactly 6-months until expiration means 126 trading days until expiration. The option is a call option. The stock is trading at $1,000. The option has exactly 6-months until expiration. The option strike price is $1,050. The risk-free rate is 3%. The stock pays no dividends. Our best estimate of the stock's volatility is 40% annualized. Group of answer choices $.55 $1.12 $1.78