Formula

data

Question B (Intrinsic Value and Time Value). Once you have collected your data (i.e., European Call and Put; American Call and Put, properly present your raw data and record option intrinsic value and time value. For example, you use the following table template: Table 1: Template(Question B) It might be helpful if you can visualize your data, e.g., plot these different values against strike prices. Look at these data (in either table or plot or both), describe your observations and comment on any pattern or abnormal that you have identified. (Words limit: 500; 20 Marks; GLO 1+ GLO 4) c=S0N(d1)KerTN(d2) where d1=TlnKS0+(r+22)Td2=d1T Given the definition of "Delta", we have Detla==N(d1) We use the data from Figure 2 to answer questions in Part C. 18 May 2023 | 4 days to expiry