If you own a European call option with strike price 100, 1 month to expiration, the riskless
Fantastic news! We've Found the answer you've been seeking!
Question:
If you own a European call option with strike price 100, 1 month to expiration, the riskless interest rate is 1% and the stock is trading at 112, what is the lowest price for which you should be willing to sell your option (minimum value or adjusted intrinsic value)?
Related Book For
Posted Date: