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

Step by Step Solution

There are 3 Steps involved in it

1 Expert Approved Answer
Step: 1 Unlock blur-text-image
Question Has Been Solved by an Expert!

Get step-by-step solutions from verified subject matter experts

Step: 2 Unlock
Step: 3 Unlock

Students Have Also Explored These Related Finance Questions!