Problem
Calculate the Value of the two financial Options involved in Price Upside Participation Feature using BSM model and assuming following
1. Volatility can be obtained from Exhibit (Excel Data is also available). For the calculation of volatility, calculate returns on continuously compounded bases Rt=ln (Ft/ Ft-1). Don't forget to annualize the volatility.
2. Calculate values of two options assuming option strike price as given in the case.