In early April 2022, Woolworths Group is trading at $47.04. Woolworth has announced that it will pay a dividend of $0. 196 per share in 76 days and you estimate that it will pay a dividend of $0.23 per share in 245 days. Woolworths Group has a volatility of 39%. What is the price of the 291 day put and call options over this stock that have a strike price of $54, when the risk free rate is 3.6785%?

Answer rating: 100% (QA)

To calculate the price of the put and call options on Woolworths Group stock with a strike price of ... View the full answer