As of mid February 2016, European style options on the S P 100 Index (OEX) due December 2017 were priced as follows exercise price call price Pricing 840 87 88 860 77 13 102 85 880 111 12 Given an interest rate of 0 36 due December 2017 (22 months in the future), use put call parity (with dividends...

To determine the price of the December 2017 OEX put option with a strike price of 840 using putcall ...

As of mid-February 2016, European-style options on the S&P 100 Index (OEX) due December 2017 were priced

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As of mid-February 2016, European-style options on the S&P 100 Index (OEX) due December 2017 were priced as follows:

exercise price	call price	Pricing
840	87.88
860	77.13	102.85
880		111.12

Given an interest rate of 0.36% due December 2017 (22 months in the future), use put-call parity (with dividends) to determine:

to. The price of a December 2017 OEX put option with a strike price of 840.

b. The price of a December 2017 OEX call option with a strike price of 880.

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As of mid-February 2016, European-style options on the S&P 100 Index (OEX) due December 2017 were priced

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Corporate Finance

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