Given the following information, calculate the theoretical intrinsic value of the Call option using the Black Scholes

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Given the following information, calculate the theoretical intrinsic value of the Call option using the Black Scholes Model. IF the market price for the Call option = $11, should the investor buy?
S = 14 = Stock Price
X = 16 = Exercise or Strike Price
r
= 0.05 = Risk Free Rate
T = 0.25 = Time to Maturity (as a fraction of one year)
N(d1) = 0.1469
N(d2) = 0.1230
Strike Price
In finance, the strike price of an option is the fixed price at which the owner of the option can buy, or sell, the underlying security or commodity.
Maturity
Maturity is the date on which the life of a transaction or financial instrument ends, after which it must either be renewed, or it will cease to exist. The term is commonly used for deposits, foreign exchange spot, and forward transactions, interest...
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