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You have been granted stock is 10 years. What is the opbons on 300 shares of your employer's stock. The stock is current

Posted: Mon Jan 17, 2022 8:08 am
by answerhappygod
You have been granted stock
is 10 years. What is the opbons on 300 shares of your employer's stock. The stock is currently selling for $37.80 and has a standard deviation of 30%. The opton's strike price is $35 and the time to maturity
value of arch option given a risk-free rate of 3.0% 7 Assume that no dividends are paid.
The standard normal probabilities are
N(-d1.19169
N(-22).53068
please answer asap with calculations