HP 113394 User Guide - Page 201
Stock price.
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Section 13: Investment Analysis 201 Example 2: The stock price six months from the expiration of an option is $42, the exercise price of the option is $40, the risk-free interest rate is 10% per annum, and the volatility is 20% per annum. Find Call and Put values. Keystrokes (RPN mode) f] .5n 10¼ 42$ 20P 40M t ~ Keystrokes (ALG mode) f[ .5n 10¼ 42$ 20P 40M t ~ Display 0.50 10.00 42.00 20.00 40.00 4.76 0.81 Time to expiry (years). Interest rate (% per year). Stock price. Volatility (% per year). Strike price. Call value. Put value. File name: hp 12c pt_user's guide_English_HDPMF123E27 Page: 201 of 275 Printed Date: 2005/8/1 Dimension: 14.8 cm x 21 cm
Section 13: Investment Analysis
201
File name: hp 12c pt_user's guide_English_HDPMF123E27
Page: 201 of 275
Printed Date: 2005/8/1
Dimension: 14.8 cm x 21 cm
Example 2:
The stock price six months from the expiration of an option is $42,
the exercise price of the option is $40, the risk-free interest rate is 10% per annum,
and the volatility is 20% per annum. Find Call and Put values.
Keystrokes
(RPN mode)
Keystrokes
(ALG mode)
Display
f]
f[
.5
n
.5
n
0.50
Time to expiry (years).
10
¼
10
¼
10.00
Interest rate (% per year).
42
$
42
$
42.00
Stock price.
20
P
20
P
20.00
Volatility (% per year).
40
M
40
M
40.00
Strike price.
t
t
4.76
Call value.
~
~
0.81
Put value.