What is the intrinsic value of a 35-strike put option on a non-dividend-paying stock currently priced at $32.27 if the r
Posted: Wed May 18, 2022 11:19 pm
What is the intrinsic value of a 35-strike put option on a
non-dividend-paying stock currently priced at $32.27 if the
risk-free rate is 3.25%, the stock's historic volatility is 30%,
the option delta is -.45, and expires in 86 days?
non-dividend-paying stock currently priced at $32.27 if the
risk-free rate is 3.25%, the stock's historic volatility is 30%,
the option delta is -.45, and expires in 86 days?