Black-Scholes+Put+and+Call+Option+Pricing+Model+With+Alternative+Dividend+Yield+Calculation

Black-Scholes+Put+and+Call+Option+Pricing+Model+With+Alternative+Dividend+Yield+Calculation

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Black-Scholes Option Pricing Values Stock Price $35.500 Dividend Yield 0.011 Dividend $0.391 Adjusted Price for Model $35.129 Exercise Price $38.000 Standard Deviation 0.2450 Days to Maturity 365.0000 Years to Maturity 1.0000 Square Root of Years 1.0000 Annual Risk-Free Rate 5.22% PV (Exercise) $36.07 d1 0.0150 N(d1) 0.5060 d2 -0.2300 N(d2) 0.4090 Call Price $3.21 Put Price (Not Needed) $4.15 CVR (Claw Back) $1.46 Shares 141,000,000 Value $205,266,958.39
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Black-Scholes Option Pricing Values
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Unformatted text preview: Stock Price $35.500 Dividend Yield 0.011 Dividend $0.391 Adjusted Price for Model $35.356 $0.1437 Exercise Price $42.550 Standard Deviation 0.2450 Days to Maturity 365.0000 Years to Maturity 1.0000 Square Root of Years 1.0000 Annual Risk-Free Rate 5.22% PV (Exercise) $40.39 d1-0.4204 N(d1) 0.3371 d2-0.6654 N(d2) 0.2529 Call Price $1.75 Put Price (Not Needed) $6.78 *Put Price = C + Ee-r*t- S (Not Needed)...
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This note was uploaded on 07/13/2011 for the course FIN 4414 taught by Professor Staff during the Spring '08 term at University of Florida.

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Black-Scholes+Put+and+Call+Option+Pricing+Model+With+Alternative+Dividend+Yield+Calculation

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