(Solution) - Use the option price calculator that can be found at -(2025 Original AI-Free Solution)

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Academic Level: Undergrad. (yrs 3-4)

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Pages: 5 Words: 1375

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Use the option price calculator that can be found at http://www.numa.com, or another option price calculator, to test the sensitivity of option values to changes in the key input variables. Use the data from problem 1 as the base case and vary the values for the interest rate, time to maturity, and stock return volatility to see what happens to the value of the call option on the stock of Targezept.