hi John,
interest rate increase by 0.9%
Strike price 94.5
Option Now Feb 01.
Interest rate 4.09% 4.9900%
Future price 95.91 95.01
Actual price 94.5 sell price 94.45 Buy price
1.41 0.56
Strike price 95
Now Feb 01.
Interest rate 4.09% 4.9900%
Future price should be 95.91 95.01
Price of option 95.00 Buy 94.65 Sell
0.91 0.36
can you please explain the interest rate option calculation in this question of Awan company
