Question: In the Table below are the Numato Ltd`s CALL Option prices (expiring on February 2022, March 2022 and April 2022) for various Strike Prices as
In the Table below are the Numato Ltd`s CALL Option prices (expiring on February 2022, March 2022 and April 2022) for various Strike Prices as on 15th January, 2022. Current Stock Price of Numato Ltd. is Rs 590. Determine the Intrinsic value and time value of Call options (expiring on February 2022, March 2022 and April 2022) for various given Strike Prices at current price of Rs 590.
| 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 |
| 500 | 93 |
|
| 99 |
|
| 103 |
|
|
| 550 | 46 |
|
| 56 |
|
| 63 |
|
|
| 600 | 11.5 |
|
| 23 |
|
| 33 |
|
|
| 650 | 1.50 |
|
| 7.5 |
|
| 14.5 |
|
|
| 700 | 0.50 |
|
| 2.5 |
|
| 5.5 |
|
|
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