Fj

in $

100

99.5

99

98.5

98

97.5

in $

1.149

1.403

1.688

2.004

2.348

2.718

in $

1.562

1.8

2.059

2.34

2.642

2.963

Matrix 1: EPVi, Extendible put value in $, with i: 1, 2, ∙∙∙, 5

I2

I1

a) EPV1

1.396

1.644

1.919

2.219

2.542

2.889

I2 = 97.631239

I1 = 103.003982

b) EPV2

1.648

1.887

2.149

2.432

2.737

3.063

I2 = 96.817322

I1 = 104.992807

c) EPV3

1.939

2.075

2.326

2.596

2.886

3.196

I2 = 96.450205

I1 =106.609386

d) EPV4

1.996

2.219

2.46

2.719

2.997

3.296

I2 = 96.272026

I1 = 108.010883

e) EPV5

2.114

2.329

2.562

2.812

3.081

3.369

I2 = 96.192438

I1 = 109.263586

Matrix 2: EPi, Extension premium, with i: 1, 2, ∙∙∙, 5

a) EP1 in $

0.249

0.241

0.23

0.216

0.194

0.171

in %

17.64

14.66

12.01

9.74

7.62

5.93

b)EP2 in $

0.498

0.484

0.461

0.428

0.389

0.345

in %

30.21

25.66

21.45

17.62

14.21

11.26

c) EP3 in $

0.789

0.672

0.637

0.592

0.538

0.477

in %

40.69

32.39

27.41

22.8

18.63

14.94

d)EP4 in $

0.847

0.816

0.772

0.715

0.649

0.577

in %

42.4

36.78

31.38

26.31

21.67

17.51

e) EP5 in $

0.964

0.927

0.874

0.808

0.733

0.651

in %

45.61

39.78

34.12

28.75

23.8

19.33