Question: Excel Online Structured Activity: Black-Scholes Model Black-Scholes Model Current price of underlying stock, P $33.00 Strike price of the option, X $40.00 Number of months
Excel Online Structured Activity: Black-Scholes Model
| Black-Scholes Model | |||
| Current price of underlying stock, P | $33.00 | ||
| Strike price of the option, X | $40.00 | ||
| Number of months unitl expiration | 5 | Formulas | |
| Time until the option expires, t | #N/A | ||
| Risk-free rate, rRF | 3.00% | ||
| Variance, 2 | 0.25 | ||
| d1 = | #N/A | ||
| N(d1) = | 0.5000 | ||
| d2 = | #N/A | ||
| N(d2) = | 0.5000 | ||
| VC = | #N/A | ||
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