option problem

2008-07-06 9:05 pm
Type of option--------------Call___Call__Put___Put
Strike price------------------50........10......20.....30
Intrinsic value----------------?..........?........?.......?
Time value-------------------? ..........2.......?......2.5
Option market price---------4..........?........9.......?
Underlying stock price------48........15......13.....35

How can I find the (?) above ??

回答 (1)

2008-07-07 7:10 pm
✔ 最佳答案
Type of option--------------Call___Call__Put___Put
Strike price------------------50........10......20.....30
Intrinsic value----------------a..........c........e.......g
Time value-------------------b ..........2.......f......2.5
Option market price---------4..........d........9.......h
Underlying stock price------48........15......13.....35

Option market price = option intrinsic value + time value of option
a=0 becasue underlying stock price is lower than strike price for call.
b=4=time value as no intrinsic value of call
d=15-10=5 and hence c=5-2=3
e=20-13=7 and hence f=9-7=2
g=0 as strike price is lower than stock price in put, hence h=2.5 (time value)


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