BSM Call Option valuation using Excel

Exercise on call option valuation using BSM-01: During the class today, we made up a valuation problem on call option and we solved it together. The problem we came up with was the following. Currently there is a one-month call option @$225 on Apple stock (exercise price is $225) last quoted as c $6.48. (We assumed that this is a European call option and Apple stock does not pay dividend!), we assume risk-free rate of interest is 3% pa. and the volatility of Apple stock return is 30%. In addition, the current Apple stock price is $223 in the market. Question is: What is the value of the call option using BSM model? Up to this point, we solved the problem in class. Here is the Excel Homework Solve the problem using Excel (did you get price close to what we found in class?) Suppose Apple price is moving from $200 to $250 in increments of $2. Calculate the BSM price of the call option for each Apple price. i. ii. ii Graph your results in (ii) in stock price-call option price space