A10 Option Valuation Question

A10 Option Valuation Question - 1) Base your answers on the...

Info iconThis preview shows pages 1–3. Sign up to view the full content.

View Full Document Right Arrow Icon
1) Base your answers on the graph and data on the next page for the listed option contracts. 1. The above graph is for what kind of option? 2. How do you determine the option Type? Consider the appropriate option with a 15 Strike price and answer the following: 3. Determine the underlying asset price for the option with value V 0 4. Curve with label 7 is for what date? 5. For this option determine ( V0 V2) and name this value 6. If possible determine (V 1 -V 2 ) for this option. 7. For this option determine (V 3 -V 4 ). 8. Determine V 2 and name this value. 9. Explain the difference between V 0 and V 3 . 10. Why is V 3 greater than V 0 ? 11. Curve with label 8 is for what date? 12. What is the underlying asset value at point 5? 13. What is the underlying asset value at point 6? V 0 0 V 4 15 1 V 1 V 3 9 4 5 3 2 Value Asset Price & Strike Price 7 8 V 2
Background image of page 1

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

View Full DocumentRight Arrow Icon
INTC (Intel)Date 1-22-2008 At 10:51AM ET: 18.42 0.58 (3.05%) Options Expiring Fri, Apr 18, 2008 INQDU.X Strike Price Puts Symbol Last Change Bid Ask Volume Open Int Symbol Last Change Bid Ask Volume Open Int NQDV.X 5.95 0.66 6.10 6.25 2 1,447 12.50 NQPV.X 0.14 0.06 0.12 0.13 315 546 NQDC.X 3.85 0.45 3.90 4.00 131 1,335 15.00 NQPC.X 0.37 0.08 0.37 0.39 530 1,716 NQDW.X 2.07 0.33 2.09 2.12 613 2,453 17.50 NQPW.X 1.05 0.20 1.02 1.04 2,048 17,620 NQDD.X 0.91 0.19 0.91 0.92 1,752 14,118 20.00 NQPD.X 2.33 0.28 2.39 2.42 451 18,891 NQDX.X 0.36 0.06 0.33 0.34 721 23,580 22.50 NQPX.X 4.25 0.40 4.30 4.40 39 26,456 INQDE.X 0.12 0.06 0.12 0.14 515 51,508 25.00 INQPE.X 6.65
Background image of page 2
Background image of page 3
This is the end of the preview. Sign up to access the rest of the document.

This note was uploaded on 02/22/2012 for the course MANEC 453 taught by Professor Jerrynelson during the Winter '10 term at BYU.

Page1 / 3

A10 Option Valuation Question - 1) Base your answers on the...

This preview shows document pages 1 - 3. Sign up to view the full document.

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