A non-dividend-paying stock is currently valued at $100. The option strike price is $100, the risk-free rate is 2%, and the stock volatility is 30%. A non-dividend-paying stock is currently valued at $100. The option strike price is $100, the risk-free rate is 2% and the stock volatility is 30%. What is the 1-year Black Scholes put option price for this stock? What is the delta of this call option at time 0 (today)?

Answer rating: 100% (QA)

10000 Strike price K Price today S 100 Dividend Yield 8 000 Volatility of Stock return a 3000 Period ... View the full answer