Analyze nestle csr initiative plan focuses on society issues
This is a CSR project, and choose to nestle as our company Note: Please give answer on mentioned words (must add intext citation) and required
Underlying priced at 200 with MAD of 40.
Problem 1: What is the probability of option expiring ITM for a 160 CALL?
Problem 2: What is the average underlying price when CALL expires ITM?
Problem 3: How much should the 160 CALL be priced at?
Problem 4: Out of the price in 3, how much of that is intrinsic value and how much is time value? Hint: intrinsic value is the value of option if option expires NOW. Time value is the remaining.