The closing price of a share on 28 Jan 2021 is 13.57 and risk free premium is
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Question:
The closing price of a share on 28 Jan 2021 is 13.57 and risk free premium is 2% (with compound interest). A purchase right in this share with maturity 30 days has exercising price 13.85 and price 0.28 euros. Calculate the price of the corresponding sell right in the share with the same exercising price and the same maturity. The year has 360 days. Choose the answer that is closer to your calculations and select one of the following:
a. 0.24
b. 0.39
c. 0.69
d. 0.54
Related Book For
Accounting Theory Conceptual Issues in a Political and Economic Environment
ISBN: 978-1412991698
8th edition
Authors: Harry Wolk, James Dodd, John Rozycki
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