Calculate the option price using the following information Option type European call Time to expiration 4 months Strike price $30 Current underlying stock price $32 Underlying stock expected dividend $2 00 in 2 months Underlying stock volatility 40 Risk free rate 6 Pricing model Black Scholes formu...

Given information Option type European call Time to expiration 4 months Strike price 30 Current unde ...

Calculate the option price using the following information: Option type European call Time to expiration 4 months

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Calculate the option price using the following information:

Option type	European call
Time to expiration	4 months
Strike price	$30
Current underlying stock price	$32
Underlying stock expected dividend	$2.00 in 2 months
Underlying stock volatility	40%
Risk-free rate	6%
Pricing model	Black-Scholes formula

Posted Date: May 15, 2024 01:28 PM

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Calculate the option price using the following information: Option type European call Time to expiration 4 months

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