Business Analytics Notes
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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