$K=3360,S_0=3360,\sigma =0.341094787,r=0.0184,d=0,$ Math_186#

K

$N_S$

Price

Conf. Int.

Std. err.

K

5000

998.0376

(985.5269, 1.0105e+03)

6.383

2 - 5

10,000

994.9764

(986.1585, 1.0038e+03)

4.499

2 - 5

25,000

994.4895

(988.9296, 1.0000e+03)

2.8366

2 - 5

50,000

995.7641

(991.8576, 999.6706)

1.9931

2 - 5

75,000

993.3542

(990.1845, 996.5238)

1.6172

2 - 5

100,000

992.147

(989.3892, 994.9047)

1.407

2 - 5

200,000

992.6615

(990.7156, 994.6075)

0.9928

K + 400

5000

657.662

(645.1075, 670.2165)

6.4054

2 - 5

10,000

680.0096

(670.7768, 689.2423)

4.7106

2 - 5

25,000

667.7737

(662.0283, 673.5191)

2.9313

2 - 5

50,000

670.159

(666.1121, 674.2059)

2.0647

2 - 5

75,000

672.803

(669.4649, 676.1410)

1.7031

2 - 5

100,000

669.1113

(666.2550, 671.9677)

1.4573

2 - 5

200,000

670.6045

(668.5737, 672.6353)

1.0361

K - 400

5000

1.38E+03

(1.3558e+03, 1.3792e+03)

5.9628

2 - 5

10,000

1.38E+03

(1.3719e+03, 1.3895e+03)

4.4902

2 - 5

25,000

1.39E+03

(1.3843e+03, 1.3955e+03)

2.8505

2 - 5

50,000

1.39E+03

(1.3816e+03, 1.3895e+03)

1.9974

2 - 5

75,000

1.39E+03

(1.3848e+03, 1.3912e+03)

1.6369

2 - 5

100,000

1.39E+03

(1.3839e+03, 1.3894e+03)

1.4061

2 - 5

200,000

1.39E+03

(1.3842e+03, 1.3881e+03)

0.997