|
|
| 105 | 6.5570 (0.0334) | 6.1636 | −6.38% | 6.5555 (0.0334) | 6.1614 | −6.40% |
|
|
| 110 | 4.5517 (0.0284) | 4.1869 | −8.71% | 4.5502 (0.0284) | 4.1847 | −8.73% |
|
|
| 115 | 3.0590 (0.0235) | 2.7530 | −11.12% | 3.0576 (0.0235) | 2.7510 | −11.14% |
|
|
| 120 | 1.9949 (0.0191) | 1.7552 | −13.65% | 1.9935 (0.0191) | 1.7534 | −13.69% |
5 | −0.5 | −0.5 | 80 | 24.6577 (0.0508) | 24.6571 | −0.00% | 24.6594 (0.0508) | 24.6588 | −0.00% |
|
|
| 85 | 20.1758 (0.0492) | 20.1431 | −0.16% | 20.1776 (0.0492) | 20.1451 | −0.16% |
|
|
| 90 | 16.0215 (0.0465) | 15.8785 | −0.90% | 16.0236 (0.0466) | 15.8811 | −0.90% |
|
|
| 95 | 12.3172 (0.0430) | 12.0432 | −2.27% | 12.3196 (0.0430) | 12.0464 | −2.27% |
|
|
| 100 | 9.1541 (0.0386) | 8.7932 | −4.10% | 9.1568 (0.0386) | 8.7969 | −4.09% |
|
|
| 105 | 6.5792 (0.0337) | 6.1939 | −6.22% | 6.5818 (0.0337) | 6.1974 | −6.20% |
|
|
| 110 | 4.5789 (0.0286) | 4.2220 | −8.45% | 4.5811 (0.0286) | 4.2249 | −8.43% |
|
|
| 115 | 3.0899 (0.0238) | 2.7908 | −10.72% | 3.0919 (0.0238) | 2.7934 | −10.69% |
|
|
| 120 | 2.0307 (0.0194) | 1.7970 | −13.01% | 2.0324 (0.0194) | 1.7991 | −12.96% |
|
|
| Strike | MC Price | Approx | Rel Error | MC Price | Approx | Rel Error |
6 | −0.5 | −0.5 | 80 | 24.6515 (0.0506) | 24.6508 | −0.00% | 24.6515 (0.0506) | 24.6508 | −0.00% |
|
|
| 85 | 20.1751 (0.0490) | 20.1416 | −0.16% | 20.1748 (0.0490) | 20.1412 | −0.18% |
|
|
| 90 | 16.0203 (0.0463) | 15.8749 | −0.92% | 16.0195 (0.0463) | 15.8738 | −0.93% |
|
|
| 95 | 12.3113 (0.0427) | 12.0326 | −2.32% | 12.3101 (0.0427) | 12.0308 | −2.32% |
|
|
| 100 | 9.1420 (0.0383) | 8.7744 | −4.19% | 9.1406 (0.0383) | 8.7723 | −4.20% |
|
|
| 105 | 6.5574 (0.0335) | 6.1638 | −6.39% | 6.5562 (0.0334) | 6.1619 | −6.40% |
|
|
| 110 | 4.5516 (0.0284) | 4.1866 | −8.72% | 4.5562 (0.0284) | 4.1900 | −8.74% |
|
|
| 115 | 3.0605 (0.0236) | 2.7545 | −11.11% | 3.0592 (0.0236) | 2.7527 | −11.14% |
|
|
| 120 | 1.9973 (0.0192) | 1.7578 | −13.62% | 1.9959 (0.0192) | 1.7560 | −13.66% |