Strike

IBM-PDE

IBM-CLOSED

BSM (20%)

BSM (30%)

BSM (40%)

BSM (50%)

8

3.0003

3.0002

2.4589

2.6462

2.8976

3.1793

9

2.0462

2.0454

1.6699

1.9697

2.2985

2.6373

10

1.1928

1.1919

1.0451

1.4231

1.8023

2.1793

11

0.7264

0.7270

0.6040

1.0020

1.4004

1.7962

12

0.4042

0.4039

0.3247

0.6904

1.0806

1.4783