Answer Fast in 5-10 minutes please

Answer fast in 5-10 mins please

Question 5 Not yet answered Marked out of 15.00 TCS operate on a global scale, with diverse talent base of over 400,875 associates (including subsidiaries) representing 143 nationalities across 46 countries as of 31-Aug-2021. Established in 1968, Tata Consultancy Services has grown to its current position as the #1 most powerful IT services brand based on our outstanding track record, long-term partnerships, collaborative innovation and corporate responsibility Trador sells TCS 3800 Strike PE & buy 3700 PE. If current spot price of TCS is 3791 with annualised volatility of 30.81% for current month. During the tenure of the option, TCS is expected to pay dividend of 3000% on face value of Rs. 1. 1 lot = 300 F Flag question Calculate: a) Option premium using Black & Scholes model with Dividend b) Option Greeks such as Delta, Gamma, Vega, Theta & Rho. c)Apply upper end & lower end with confidence level of 80% d) Apply Up-Factor & Down Factor e) Profit & Loss pay off if tcs closed at (0) 3790 (1) 3256 (H) 3810 (IV) 4060 Draw the pay-off diagram of the strategy used by the trader highlighting the break-even point. A 04 0107 09 00 000 05 3199 1932 3. 01 02 1040 00 5430 54 SAN BIT. 5120 5512 10 SI SS 14 SI 433 1400 Timele 146.11 10 1 ta 25 2022 34 30 TCS operate on a global scale, with diverse talent base of over 400,875 associates (including subsidiaries) representing 143 nationalities across 46 countries as of 31-Aug-2021. Established in 1968. Tata Consultancy Services has grown to its current position as the #1 most powerful IT services brand based on our outstanding track record, long-term partnerships, collaborative innovation and corporate responsibility Trador sells TCS 3800 Strike PE & buy 3700 PE. I current spot price of TCS is 3791 with analised volatility of 30.81% for current month. During the tenure of the option, TCS is expected to pay dividend of 3000% on face value of Rs. 1.184 300. Server time Server Calculate: a) Option premium using Black & Scholes model with Dividend b) Option Greeks such as Delta, Gamma, Vega, Theta & Rho. C) Apply upper end & lower end with confidence level of 80% d) Apply Up-Factor & Down Factor e) Profit & Loss pay off if TCS closed at (0) 3790 (1) 3256 (1) 3810 (IV) 4060 Draw the pay-off diagram of the strategy used by the trader highlighting the break-even point. They were 02 SOM 0.0 SO 310 5160 5351 3733 SUS 300 L The entry for the sea under the standard roma curve to the oft 0.0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1.0 1.1 1.2 1.3 1.4 1.5 1.6 1.7 1.8 1.9 2.0 2.1 22 23 2.4 25 2.6 2.7 2.8 2.9 3.0 31 3.2 00 5000 5398 .5793 .6179 .655 .6915 7257 7580 .7881 .8159 .8413 .8643 .8849 .9032 .9192 .9332 .9452 .9554 .9641 9713 .9772 .9821 .9861 9893 .9918 .9938 .9950 .9965 .9974 9981 9987 9990 .9993 .9995 .9997 01 5040 5438 5832 .6217 .6591 6950 .7291 7611 .7910 8186 .8438 5665 .8969 9049 9207 9345 9463 9564 .9649 9719 .9778 .9826 .9864 9896 9920 .9940 9955 9966 .9975 9982 9987 9991 9993 9995 9997 02 5080 5478 .5871 6255 .6628 .6985 .7324 7642 .7939 8212 .8461 .8686 .8888 9066 .9222 .9357 9474 .9573 .9656 .9726 .9783 .9830 .9868 9898 .9922 .9941 9956 .9957 .9976 9982 .9987 9991 9994 -9995 9997 03 04 .5120 .5160 5517 5557 5910 5918 6293 .6331 6664 .6700 .7019 7054 7357 .7389 7673 -7704 .7967 7995 8238 8264 8485 8508 8708 8729 8907 8925 9082 .9099 9236 .9251 9370 9382 9484 .9495 9582 9591 .9664 .9671 9732 .9738 9788 .9793 9834 .9838 .9871 .9875 9901 9904 9925 .9927 9943 9945 9957 .9959 .9968 9969 .9977 .9977 9983 9984 .9988 9988 9991 9992 9994 .9994 9996 9996 .9997 9997 os .5199 5596 5987 .6368 .6736 .7088 .7422 7734 8023 .8289 .8531 .8749 .8944 .9115 .9265 9394 9505 .9599 9678 .9744 .9798 9842 .9878 9906 .9929 9946 .9960 .9970 9978 .9984 .9989 .9992 .9994 9996 9997 06 5239 5636 .6026 .6406 6772 7123 .7454 7764 8051 .8315 .8554 .8770 .8962 9131 .9279 .9406 9515 9608 9686 .9750 9803 9846 9881 9909 .9931 9948 9961 9971 .9979 9985 9989 9992 .9994 9996 .9997 oz .5279 5675 6064 640 .6808 7157 .7486 7794 .8078 8340 8577 8790 8980 .9147 .9292 9418 9525 9616 9693 9756 9808 .9850 .9884 9911 .9932 .9949 .9962 9972 .9979 9985 9989 9992 9995 9996 05 5019 5714 6103 6480 6641 7190 .7517 7823 8106 8365 8599 8810 8997 .9162 9306 .9429 9535 9625 .9699 .9761 9812 .9854 9887 9913 .9934 .9951 .9963 9973 .9980 9986 9990 9993 .9995 9996 9997 09 5399 5753 .6141 .6517 6879 7224 .7549 7852 8133 8389 8621 8830 .9015 9177 .9319 .9441 .9545 .9633 9706 9767 9817 9857 9890 9916 .9936 .9952 9964 .9974 .9981 9986 9990 -9993 9995 9997 .9998 3.4 .9997 Question 5 Not yet answered Marked out of 15.00 TCS operate on a global scale, with diverse talent base of over 400,875 associates (including subsidiaries) representing 143 nationalities across 46 countries as of 31-Aug-2021. Established in 1968, Tata Consultancy Services has grown to its current position as the #1 most powerful IT services brand based on our outstanding track record, long-term partnerships, collaborative innovation and corporate responsibility Trador sells TCS 3800 Strike PE & buy 3700 PE. If current spot price of TCS is 3791 with annualised volatility of 30.81% for current month. During the tenure of the option, TCS is expected to pay dividend of 3000% on face value of Rs. 1. 1 lot = 300 F Flag question Calculate: a) Option premium using Black & Scholes model with Dividend b) Option Greeks such as Delta, Gamma, Vega, Theta & Rho. c)Apply upper end & lower end with confidence level of 80% d) Apply Up-Factor & Down Factor e) Profit & Loss pay off if tcs closed at (0) 3790 (1) 3256 (H) 3810 (IV) 4060 Draw the pay-off diagram of the strategy used by the trader highlighting the break-even point. A 04 0107 09 00 000 05 3199 1932 3. 01 02 1040 00 5430 54 SAN BIT. 5120 5512 10 SI SS 14 SI 433 1400 Timele 146.11 10 1 ta 25 2022 34 30 TCS operate on a global scale, with diverse talent base of over 400,875 associates (including subsidiaries) representing 143 nationalities across 46 countries as of 31-Aug-2021. Established in 1968. Tata Consultancy Services has grown to its current position as the #1 most powerful IT services brand based on our outstanding track record, long-term partnerships, collaborative innovation and corporate responsibility Trador sells TCS 3800 Strike PE & buy 3700 PE. I current spot price of TCS is 3791 with analised volatility of 30.81% for current month. During the tenure of the option, TCS is expected to pay dividend of 3000% on face value of Rs. 1.184 300. Server time Server Calculate: a) Option premium using Black & Scholes model with Dividend b) Option Greeks such as Delta, Gamma, Vega, Theta & Rho. C) Apply upper end & lower end with confidence level of 80% d) Apply Up-Factor & Down Factor e) Profit & Loss pay off if TCS closed at (0) 3790 (1) 3256 (1) 3810 (IV) 4060 Draw the pay-off diagram of the strategy used by the trader highlighting the break-even point. They were 02 SOM 0.0 SO 310 5160 5351 3733 SUS 300 L The entry for the sea under the standard roma curve to the oft 0.0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1.0 1.1 1.2 1.3 1.4 1.5 1.6 1.7 1.8 1.9 2.0 2.1 22 23 2.4 25 2.6 2.7 2.8 2.9 3.0 31 3.2 00 5000 5398 .5793 .6179 .655 .6915 7257 7580 .7881 .8159 .8413 .8643 .8849 .9032 .9192 .9332 .9452 .9554 .9641 9713 .9772 .9821 .9861 9893 .9918 .9938 .9950 .9965 .9974 9981 9987 9990 .9993 .9995 .9997 01 5040 5438 5832 .6217 .6591 6950 .7291 7611 .7910 8186 .8438 5665 .8969 9049 9207 9345 9463 9564 .9649 9719 .9778 .9826 .9864 9896 9920 .9940 9955 9966 .9975 9982 9987 9991 9993 9995 9997 02 5080 5478 .5871 6255 .6628 .6985 .7324 7642 .7939 8212 .8461 .8686 .8888 9066 .9222 .9357 9474 .9573 .9656 .9726 .9783 .9830 .9868 9898 .9922 .9941 9956 .9957 .9976 9982 .9987 9991 9994 -9995 9997 03 04 .5120 .5160 5517 5557 5910 5918 6293 .6331 6664 .6700 .7019 7054 7357 .7389 7673 -7704 .7967 7995 8238 8264 8485 8508 8708 8729 8907 8925 9082 .9099 9236 .9251 9370 9382 9484 .9495 9582 9591 .9664 .9671 9732 .9738 9788 .9793 9834 .9838 .9871 .9875 9901 9904 9925 .9927 9943 9945 9957 .9959 .9968 9969 .9977 .9977 9983 9984 .9988 9988 9991 9992 9994 .9994 9996 9996 .9997 9997 os .5199 5596 5987 .6368 .6736 .7088 .7422 7734 8023 .8289 .8531 .8749 .8944 .9115 .9265 9394 9505 .9599 9678 .9744 .9798 9842 .9878 9906 .9929 9946 .9960 .9970 9978 .9984 .9989 .9992 .9994 9996 9997 06 5239 5636 .6026 .6406 6772 7123 .7454 7764 8051 .8315 .8554 .8770 .8962 9131 .9279 .9406 9515 9608 9686 .9750 9803 9846 9881 9909 .9931 9948 9961 9971 .9979 9985 9989 9992 .9994 9996 .9997 oz .5279 5675 6064 640 .6808 7157 .7486 7794 .8078 8340 8577 8790 8980 .9147 .9292 9418 9525 9616 9693 9756 9808 .9850 .9884 9911 .9932 .9949 .9962 9972 .9979 9985 9989 9992 9995 9996 05 5019 5714 6103 6480 6641 7190 .7517 7823 8106 8365 8599 8810 8997 .9162 9306 .9429 9535 9625 .9699 .9761 9812 .9854 9887 9913 .9934 .9951 .9963 9973 .9980 9986 9990 9993 .9995 9996 9997 09 5399 5753 .6141 .6517 6879 7224 .7549 7852 8133 8389 8621 8830 .9015 9177 .9319 .9441 .9545 .9633 9706 9767 9817 9857 9890 9916 .9936 .9952 9964 .9974 .9981 9986 9990 -9993 9995 9997 .9998 3.4 .9997