Spreadsheet_16_1

Spreadsheet_16_1 - Exercise price 105 B/S call value 7.0000...

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INPUTS OUTPUTS FORMULA FOR OUTPUT IN COLUMN E Standard deviation (annual) 0.2783 d1 0.0029 LN(B5/B6)+(B4-B7+.5*B2^2)*B3)/(B2*SQRT( Maturity (in years) 0.5 d2 -0.1939 E2-B2*SQRT(B3) Risk-free rate (annual) 0.06 N(d1) 0.5012 NORMSDIST(E2) Stock Price 100 N(d2) 0.4231 NORMSDIST(E3)
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Unformatted text preview: Exercise price 105 B/S call value 7.0000 B5*EXP(-B7*B3)*E4 - B6*EXP(-B4*B3)*E5 Dividend yield (annual) 0 B/S put value 8.8967 B6*EXP(-B4*B3)*(1-E5) - B5*EXP(-B7*B3)*(1 A B C D E F G H I J 1 2 3 4 5 6 7 (B3)) 1-E4) K 1 2 3 4 5 6 7...
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This note was uploaded on 04/19/2011 for the course FIN 3300 taught by Professor Sherbo during the Spring '11 term at Denver.

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Spreadsheet_16_1 - Exercise price 105 B/S call value 7.0000...

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