and 40% 3) Table 1(see next page) shows cal and put option prices and their Greet letters of a stock that does not Day dividends and has the following characterbties: S=548.61, K =$51.90, a = 20%, T= 6 months 2. If the stock price increases $0.40, approximately, how much will the new cail option price be? b. If the stock price decreases $0.50, approximately, how much will the new put option price be? If the volatility increases 1.5%, approximately, how much will the new pis option price be? d. How much is the estimated price of the call option tomorrow (one day from today? the interest rate decreases 0.4%, approximately, by how much the call price will change? Table 1. Put and Cail prices and their respective Greer letterales Price Deita 1.56 0.401 40 0.599 0.056 Gamma 0.06 0.DOS 2004 ve 5133 0133 16 Fita EKO 10 and 40% 3) Table 1(see next page) shows cal and put option prices and their Greet letters of a stock that does not Day dividends and has the following characterbties: S=548.61, K =$51.90, a = 20%, T= 6 months 2. If the stock price increases $0.40, approximately, how much will the new cail option price be? b. If the stock price decreases $0.50, approximately, how much will the new put option price be? If the volatility increases 1.5%, approximately, how much will the new pis option price be? d. How much is the estimated price of the call option tomorrow (one day from today? the interest rate decreases 0.4%, approximately, by how much the call price will change? Table 1. Put and Cail prices and their respective Greer letterales Price Deita 1.56 0.401 40 0.599 0.056 Gamma 0.06 0.DOS 2004 ve 5133 0133 16 Fita EKO 10