Value a call option in the Black-Scholes world: strike price = 50; stock price = 60 volatility = 40% time to expiration
Posted: Wed May 18, 2022 10:11 pm
Value a call option in the Black-Scholes world: strike price =
50; stock price = 60 volatility = 40% time to expiration = 9 months
annual riskfree rate = 5% dividend = 0 Then the call's value is
(keep 2 decimal places).
50; stock price = 60 volatility = 40% time to expiration = 9 months
annual riskfree rate = 5% dividend = 0 Then the call's value is
(keep 2 decimal places).