Options Strategies- Binomial model

Underlying Price, S =  
EXERCISE PRICE, K =  
INTEREST RATES (%), R =

Data

MATURITY (NUMBER OF DAYS), T =
 
VOLATILITY (%), EF =

Data

RATE OF RETURN (%), Q =

Data

Number of periods, N =  
Type PREMIUM Delta Gamma Theta Vega
Call 13,34 0,6666 0,0172 -12,0079 25,6784
Put 4,91 -0,3334 0,0172 -4,7051 25,6784
 
 

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