A stock trades for 4 2 dollars per share. A call option on that stock has a

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Question:

A stock trades for

42

dollars per share. A call option on that stock has a strike price of

50

dollars and an expiration date six months in the future. The volatility of the stocks return is

34 %

and the risk free rate is

4 % .

What is the black and scholes value of this option?

Posted Date: May 18, 2024 09:11 PM

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A stock trades for 4 2 dollars per share. A call option on that stock has a

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