Question: Calculate the Greeks for a call and a put using the following data. For precision, use Excel (add the Greeks to your existing BSM spreadsheet).
Calculate the Greeks for a call and a put using the following data. For precision, use Excel (add the Greeks to your existing BSM spreadsheet). For pi you can use 3.1416. Round your answers to four decimals.

Calculate the Greeks for a call and a put using the following data. For precision, use Excel (add the Greeks to your existing BSM spreadsheet). For pi you can use 3.1416. Round your answers to fourdecimals.
| S | 306 |
| X | 295 |
| rf | 4% |
| T | 0.125 |
| Volatility (s) | 45% |
Call:
| Delta | |
| Gamma | |
| Vega | |
| Theta | |
| Rho |
Put:
| Delta | |
| Gamma | |
| Vega | |
| Theta | |
| Rho |
Calculate the Greeks for a call and a put using the following data. For precision, use Excel (add the Greeks to your existing BSM spreadsheet). For pi you can use 3.1416. Round your answers to four decimals. S Pf T Volatility (s) 306 295 4% 0.125 45% Call: Delta Gamma Vega Theta Rho Put: Delta Gamma Vega Theta Rho
Step by Step Solution
There are 3 Steps involved in it
Get step-by-step solutions from verified subject matter experts
