Option Model Parameters - Strike Price (K) $13.83 Market...

Info iconThis preview shows pages 1–2. Sign up to view the full content.

View Full Document Right Arrow Icon
Black-Scholes Calculator Strike Price (K) $101.62 Market Price (S) $101.62 Duration period (T) 10 Vesting period 0 Volatility (σ) 0.2 Risk free rate (rf) 3.18% Dividend (q) 0.00% F 139.66412 d1 0.8190299 d2 0.1865744 Fair Value $38.21
Background image of page 1

Info iconThis preview has intentionally blurred sections. Sign up to view the full version.

View Full DocumentRight Arrow Icon
Black-Scholes Calculator
Background image of page 2
This is the end of the preview. Sign up to access the rest of the document.

Unformatted text preview: Strike Price (K) $13.83 Market Price (S) $13.83 Duration period (T) 10 Vesting period 3 Volatility () 0.6 Risk free rate (rf) 2.60% Dividend (q) 0.00% F 17.936543 d1 1.0191158 d2-0.7201369 Fair Value $9.19...
View Full Document

This note was uploaded on 02/16/2012 for the course ACCY 510 taught by Professor Staff during the Fall '08 term at University of Illinois, Urbana Champaign.

Page1 / 2

Option Model Parameters - Strike Price (K) $13.83 Market...

This preview shows document pages 1 - 2. Sign up to view the full document.

View Full Document Right Arrow Icon
Ask a homework question - tutors are online