Hmmm... the answer to your first question relates to the Strike of $18.00 of your Call Option. A price rise from $17.00 to $18.00 means the Option is 'out-of-the-money' and will move more (152%) than $18.00 to $19.00 'in-the-money' at a lessor 102% increase.
If by 'present' and 'future' Volatilities you mean Historical and Implied Volatility then for the sake of Temby's exercise just stick with Implied Volatility for the moment.
You can view an Excel Spreadsheet Historical Volatility calculation method from My Website.
The Temby spreadsheet BS Pricing Model works fine and is worth the effort so hang in there. One tip is Imp/Vol can be solved within Excel by using Goal Seek in Tools. All you need is the Option Price to solve for this. A bit of fiddling at first until you get the hang of it but again worth the effort.
The required Inputs for Option Pricing Models can be viewed on the ASX Website.
Cheers ...
This is only my view ... read the red stuff.
BHP Price at posting:
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