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 | 1.94%


Option ladder:

strike price | call value | put value\n$40 | $9.103 | $0.032\n$45 | $4.585 | $0.490\n$50 | $1.555 | $2.436\n$55 | $0.331 | $6.188\n$60 | $0.045 | $10.878

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