Strike price=80 Current share price = 80 Risk free rate = 0.2% per month Puts (European) with same date and expiration s
Posted: Thu Dec 23, 2021 9:01 am
Strike price=80
Current share price = 80
Risk free rate = 0.2% per month
Puts (European) with same date and expiration sell for
$2. Find the price of a 3 month call option based
on Put-Call parity.
Current share price = 80
Risk free rate = 0.2% per month
Puts (European) with same date and expiration sell for
$2. Find the price of a 3 month call option based
on Put-Call parity.