Est. Budget: $15.00
Integrate the Option Pricing model in a Stock valuation excel.
The two calls you are to value are:
1. The Jan 2014 $65 Whole Foods call option ($65 is the strike price)
2. The May 2014 $65 Whole Foods call option ($65 is the strike price)
Use a standard deviation of 20 and a risk free rate of 1%.
Compare the Jan 2014 call Greeks and the May 2014 call Greeks and explain why there are differences for EACH Greek ...