Computing...

Input interpretation:

butterfly option


Input values:

option name | European\noption type | call\nfirst long strike price | $45  (US dollars)\nshort strike price | $50  (US dollars)\nsecond long strike price | $55  (US dollars)\ntime to expiration | 3 months\nunderlying price | $50  (US dollars)\nvolatility | 20%\ndividend yield | 1%\nrisk-free interest rate | 2.06%

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