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Calculate intrinsic value and time value of a call

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Reference no: EM132752353

Calculate the intrinsic value and the time value of a call and put option based on the following information : Stock Price = 100, Strike Price = 90, your Black- Scholes call premium = 13.74, your Black-Scholes put premium = 2.42, actual call premium = 14.25, actual put premium = 2.85.

Reference no: EM132752353

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