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Verified Solution

Question

Accounting

  1. The current stock price is 113.4

Calls

Puts

Strike

Nov

Dec

Jan

Nov

Dec

Jan

105

8.4

10.0

11.5

5.3

1.3

2.0

110

4.4

7.1

8.3

0.9

2.5

3.8

115

1.5

3.9

5.3

2.8

4.8

4.8

  • What is the intrinsic value of the Nov 115 Call?

  • What is the intrinsic value of the Jan 115 Put?

  • What is the time value of the Dec 105 Call?

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