Description
A spreadsheet explains for simple option solving problems.
Solver for Option Values Please insert the data in the yellow coloured cells. e t r S E SD 2.718 1 0.15 80 85 0.2
e^rt E/e^rt For d1 & d2 denominator S/E In S/E Numerator
1.162 73.14 0.2 0.941 -0.061 0.11 d values Probability d1 0.548 0.708 d2 0.348 0.636
Final Formula N(d1)So N(d2)E/e^rt Option Value (Co)
56.66267 46.53211 10.13056
Po
3.26880
doc_157268977.xls
A spreadsheet explains for simple option solving problems.
Solver for Option Values Please insert the data in the yellow coloured cells. e t r S E SD 2.718 1 0.15 80 85 0.2
e^rt E/e^rt For d1 & d2 denominator S/E In S/E Numerator
1.162 73.14 0.2 0.941 -0.061 0.11 d values Probability d1 0.548 0.708 d2 0.348 0.636
Final Formula N(d1)So N(d2)E/e^rt Option Value (Co)
56.66267 46.53211 10.13056
Po
3.26880
doc_157268977.xls