claire johnston wants to buy a european call and put option on a no dividend paying share to which the following information pertains share price R162 ,strike price R159, Risk free interest rate 8.5% per annum , volatility 30% per annum , time to maturity 4 months.

calculate the price of the European call and put options using of the black scholes model round of to four decimals

Answer rating: 100% (QA)

Sure I can help you with that The BlackScholes formula for a European call option is C ... View the full answer