AAPL current price (S0)=266 Strike (X)=265 Expiration (T) = 9 months SD of AAPL returns (σ) = 20% RF=5% (9 month treasur
Posted: Thu Apr 28, 2022 1:27 pm
AAPL current price
(S0)=266
Strike (X)=265
Expiration (T) = 9 months
SD of AAPL returns (σ) = 20%
RF=5% (9 month treasury bill
rate)
(S0)=266
Strike (X)=265
Expiration (T) = 9 months
SD of AAPL returns (σ) = 20%
RF=5% (9 month treasury bill
rate)