Dear All,
Please guide how to calculate the value of N(d1) in following example -
| Number of S.D. from Mean, | (z) Area of the left or right (one tail) |
| 0.25 | 0.4013 |
| 0.3 | 0.3821 |
| 0.55 | 0.2912 |
| 0.6 | 0.2578 |
Price of stock now = Rs.80
Exercise price = Rs.75
Standard deviation of continuously compounded annual
return = 0.40
Maturity period = 6 months
Annual interest rate = 12%
d1 = 0.5187
If the value of N(d1) is not given, How to calculate value of N(d1) ?
CAclubindia
