Thursday, December 27, 2018

What is the value of an N month put option


Excel File


What is the value of an N month put option?

Price of Put = -Price of stock + Price of Call + PV(Strike Price)

Selling Price 80
Strike Price 85
Price of Call 6
Interest 0.005 Month
Months 3

$9.74 =-D6+D8-PV(D9,D10,,D7)





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