Question: Q 2 S 0 = 1 0 0 ; DTE = 6 3 ; sigma = 4 0 ; strike = 8 0 ; price

Q2 S0=100; DTE=63; sigma=40; strike =80; price put and call
a. what is z-x?
b. conditional underlying stock price when option expires ITM
c. conditional option payment for put and call
d. unconditional option pmt
e. decompose option price into intrinsic vs time value

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