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  • Known Dividend EG

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    Shreyash Tiwari
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    This document provides information needed to price calls and puts options on Asian Paints stock expiring on June 24, 2023. It includes the current stock price, anticipated dividend dates and amounts, exercise price of Rs. 3150, and time to maturity. The document does not provide the current call or put prices, but indicates these should be entered to then compute the implied volatility using the Black-Scholes model.

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    This document provides information needed to price calls and puts options on Asian Paints stock expiring on June 24, 2023. It includes the current stock price, anticipated dividend dates and amounts, exercise price of Rs. 3150, and time to maturity. The document does not provide the current call or put prices, but indicates these should be entered to then compute the implied volatility using the Black-Scholes model.

    Copyright:

    © All Rights Reserved
    Download as XLSX, PDF, TXT or read online from Scribd
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    Download as xlsx, pdf, or txt
    3 views2 pages

    Known Dividend EG

    Uploaded by

    Shreyash Tiwari
    This document provides information needed to price calls and puts options on Asian Paints stock expiring on June 24, 2023. It includes the current stock price, anticipated dividend dates and amounts, exercise price of Rs. 3150, and time to maturity. The document does not provide the current call or put prices, but indicates these should be entered to then compute the implied volatility using the Black-Scholes model.

    Copyright:

    © All Rights Reserved
    Download as XLSX, PDF, TXT or read online from Scribd
    Flag for inappropriate content
    Download as xlsx, pdf, or txt
    of 2

    PRICING THE Asian Paints CALLS AND PUTS

    Current date 31-Jan-23


    Option expiration date 24-Jun-23
    Current stock price
    Interest rate =91 days' T-Bill
    SD
    Anticipated Present
    Date
    dividend value
    +30 from today 2-Mar-23 20
    +90 from today 1-May-23 20

    Stock price net of PV(dividends) #N/A


    Exercise price, X 3150.00
    Time to maturity, T #N/A
    Interest rate, r 0.00% Risk-free rate of interest
    Call price <-- Call price on 11th Jan., 2023
    Put price <-- Put price on 11th Jan., 2023

    Compute Implied Volatility


    Implied volatility
    Call, S net of dividends
    Put, S net of dividends
    ALLS AND PUTS

    #N/A
    #N/A

    1th Jan., 2023


    1th Jan., 2023

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