Computing...

Input interpretation:

vanilla option


Input values:

option name | European\noption type | call\nstrike price | $50  (US dollars)\ntime to expiration | 3 months\nunderlying price | $49  (US dollars)\nvolatility | 20%\ndividend yield | 1%\nrisk-free interest rate | 2.06%


Option ladder:

strike price | call value | put value\n$40 | $9.115 | $0.032\n$45 | $4.595 | $0.487\n$50 | $1.561 | $2.427\n$55 | $0.333 | $6.174\n$60 | $0.046 | $10.860

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