An investor wants to purchase 1000 shares of SpaceX. Calculate the price of the purchase right C and the sell right P European type, the excellent number of purchase rights as well as the internal and external value of the purchase right . The price of the share in the direct market is 17 euros . The price of exercising the right is 18 euros and its duration is 6 months. The standard deviation of the share is 20% on an annual basis and the risk free interest rate is 4%. Each right concerns 100 shares, d1 = 0.8832 and d2= 0.74178.

Answer rating: 100% (QA)

C 1 17 e 004 05 1609 P 1 18 e 0... View the full answer