Question: In the Table below are the ABC Ltd. `s CALL Option prices (expiring on February 2021, March 2021 and April 2021) for various Strike Prices

In the Table below are the ABC Ltd. `s CALL Option prices (expiring on February 2021, March 2021 and April 2021) for various Strike Prices as on 15th January, 2021.

Current Stock Price of ABC Ltd. is Rs 295.

QUESTION: Determine the Intrinsic value and time value of options (expiring on February 2021, March 2021 and April 2021) for various given Strike Prices at current price of Rs 295.

Strike Price (Rs.)

February Call Price (Rs)

Intrinsic Value

Time Value

March Call Price (Rs)

Intrinsic Value

Time Value

April Call Price (Rs)

Intrinsic Value

Time Value

250

46.5

49.5

51.5

275

23

27.8

31.5

300

5.75

11.8

16.5

325

0.75

3.75

7.25

350

0.25

1.25

2.75

In the Table below are the ABC Ltd. `s CALL
the In the Table below are the ABC Lid. 's CALL Option prices (expiring on February 2021, March 2021 and April 2021) for various Strike Prices as on 15th January, 2021. Current Stock Price of ABC Ltd. is Rs 295. Determine the Intrinsic value and time value of options (expiring on February 2021, March 2021 and April 2021) for various given Strike Prices at current price of Rs 295. Strike February Intrinsic Time March Intrinsic Time April Intrinsic Time Price Call Value Value Call Value Value Call Value Value (Rs.) Price Price Price (Rs) (Rs) (Rs) 250 46.5 49.5 51.5 275 23 27.8 31.5 300 5.75 11.8 16.5 325 0.75 3.75 7.25 350 0.25 1.25 2.75

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