Consider the CEO of a U.S. financial Institution Apollon Inc who is trying to tailor the...
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Consider the CEO of a U.S. financial Institution "Apollon Inc" who is trying to tailor the needs of a corporate client. Calculate the values of the Call and Put Option given the following economic parameters. 1. S-65, X=64, t= 0.25, r-3%, and the variance o 2 =0.49. Show me that Options constitute a zero-sum game in well-drawn diagrams. These options are traded in the NASDAQ Stock Exchange Market at $3 dollars. Are these options overvalued or undervalued? Employ now your previous estimated results and properly value the Greeks of the Option (A, E, A) with the following values respectively, Stock price-66, Time horizon=4/12 and Volatility= 0.8) of the European Call and Put Options, respectively. G Consider the CEO of a U.S. financial Institution "Apollon Inc" who is trying to tailor the needs of a corporate client. Calculate the values of the Call and Put Option given the following economic parameters. 1. S-65, X=64, t= 0.25, r-3%, and the variance o 2 =0.49. Show me that Options constitute a zero-sum game in well-drawn diagrams. These options are traded in the NASDAQ Stock Exchange Market at $3 dollars. Are these options overvalued or undervalued? Employ now your previous estimated results and properly value the Greeks of the Option (A, E, A) with the following values respectively, Stock price-66, Time horizon=4/12 and Volatility= 0.8) of the European Call and Put Options, respectively. G
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