Stock Parameter | Option Price | ||||
Stock/Equity | Strike Price | Volatility | Geometric | Arithmetic | Modal |
Benso | 4.10 | 1.50 | 0.0391 | 0.0449 | 0.0385 |
CAL Bank | 1.02 | 1.64 | 0.0156 | 0.0187 | 0.0159 |
Ecobank GH | 7.70 | 1.11 | 0.0535 | 0.0583 | 0.0540 |
Enterprise GP | 1.75 | 1.99 | 0.0227 | 0.0298 | 0.0233 |
Fan Milk | 5.25 | 1.22 | 0.0385 | 0.0464 | 0.0409 |
GCB | 5.30 | 1.71 | 0.0497 | 0.0585 | 0.0519 |
Guinness | 3.20 | 1.73 | 0.0353 | 0.0408 | 0.0379 |
GOIL | 1.05 | 0.10 | 0.0062 | 0.0076 | 0.0062 |
Golden Star | 2.34 | 1.02 | 0.0129 | 0.0161 | 0.0103 |
HFC | 1.50 | 2.07 | 0.0157 | 0.0185 | 0.0166 |
Standard Chartered | 20.35 | 1.00 | 0.1185 | 0.1345 | 0.1309 |
Societe General | 1.00 | 5.49 | 0.0273 | 0.0225 | 0.0287 |
TOTAL Ghana | 6.10 | 2.10 | 0.0638 | 0.0740 | 0.0634 |
Tallow Oil | 34.99 | 2.10 | 0.4011 | 0.3801 | 0.3660 |
Unilever | 10.70 | 8.77 | 0.0929 | 0.0877 | 0.0966 |
Mega Africa | 4.50 | 1.33 | 0.0363 | 0.0386 | 0.0432 |