BHP is currently trading at $43/share and has announced a $0.95 dividend in 2months' time. European call
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BHP is currently trading at $43/share and has announced a $0.95 dividend in 2months' time. European call options for BHP expiring in 5 months a with strike price of $45 were trading at $3. The risk-free interest rate is 4% p.a. compounded quarterly for all maturities. What is the fair price of a European put for BHP with the same contract conditions?
Related Book For
Corporate Finance
ISBN: 9780077173630
3rd Edition
Authors: David Hillier, Stephen A. Ross, Randolph W. Westerfield, Bradford D. Jordan, Jeffrey F. Jaffe
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