Given are 2 examples of TSLA calls:
1. S0 = $768.61; T = 7/15/22; X= $800
05/13/2022 – 14:43 Market – Buy OPTIONS TSLA2215G800 Tesla Inc 26 $75.0000
2. S0 = $768.61; T = 7/15/22; X= $700
05/13/2022 – 14:38 Market – Buy OPTIONS TSLA2215G700 Tesla Inc 15 $129.2000
For BOTH options – state what was the intrinsic value and the time value at purchase; figure out the σ of the option using the given macro; calculate the current ROI given the closing price of TSLA on the board. (20 pts)
