A European put option on Google stock costs $30. It expires in 0.5 years and has a strike price of $800. Google does not
Posted: Thu Apr 28, 2022 1:41 pm
A European put option on Google stock costs $30. It expires in
0.5 years and has a strike price of $800. Google does not pay
dividends and its stock price is $900. The risk-free rate is 1.3%
(EAR).
What should be the price of the call option with the same strike
price and expiration date?
0.5 years and has a strike price of $800. Google does not pay
dividends and its stock price is $900. The risk-free rate is 1.3%
(EAR).
What should be the price of the call option with the same strike
price and expiration date?