# Question

Repeat the previous problem for a 40-strike 180-day put.

## Answer to relevant Questions

Consider a 40-strike call with 91 days to expiration. Graph the results from the following calculations. a. Compute the actual price with 90 days to expiration at $1 intervals from $30 to $50. b. Compute the estimated price ...Problem 12.11 showed how to compute approximate Greek measures for an option. Use this technique to compute delta for the gap option in Figure 14.3, for stock prices ranging from $90 to $110 and for times to expiration of 1 ...A chooser option (also known as an as-you-like-it option) becomes a put or call at the discretion of the owner. For example, consider a chooser on the S&R index for which both the call, with value C(St , K, T − t), and the ...Repeat the previous problem for up-and-out puts assuming a barrier of $44. Using the information in Table 15.5, assume that the volatility of oil is 15%. a. Show that a bond that pays one barrel of oil in 1 year sells today for $19.2454. b. Consider a bond that in 1 year has the payoff S1 + max(0, ...Post your question

0