$K=3360,S_0=3360,\sigma =0.341094787,r=0.0184,d=0,$ Math_192#

K

$N_S$

Price

Conf. Interval

Std. err.

K

5000

886.6227

8.63E+02

910.6811

12.2749

2 - 6

10,000

925.2854

9.08E+02

942.947

9.0112

2 - 6

25,000

913.9389

9.03E+02

924.9235

5.6045

2 - 6

50,000

912.8579

9.05E+02

920.6758

3.9888

2 - 6

75,000

912.5389

9.06E+02

918.9013

3.2462

2 - 6

100,000

911.8373

9.06E+02

917.3497

2.8125

2 - 6

200,000

914.5893

9.11E+02

918.5098

2.0003

K + 400

5000

611.3465

5.87E+02

635.2679

12.205

2 - 6

10,000

588.274

5.72E+02

604.5868

8.323

2 - 6

25,000

589.1346

5.79E+02

599.7298

5.4058

2 - 6

50,000

592.1887

5.85E+02

599.615

3.789

2 - 6

75,000

593.5769

5.88E+02

599.6228

3.0847

2 - 6

100,000

586.6558

5.81E+02

591.8368

2.6434

2 - 6

200,000

587.6651

5.84E+02

591.3516

1.8809

K - 400

5000

1.31E+03

1.29E+03

1337.286

12.51408

2 - 6

10,000

1.32E+03

1.30E+03

1336.69

9.000122

2 - 6

25,000

1.32E+03

1.30E+03

1326.795

5.688888

2 - 6

50,000

1.31E+03

1.30E+03

1320.227

4.006465

2 - 6

75,000

1.31E+03

1.30E+03

1307.883

1.030458

2 - 6

100,000

1.30E+03

1.30E+03

1308.891

2.814773

2 - 6

200,000

1.31E+03

1.30E+03

1310.162

1.991127