What is the value of a call option if the underlying stock price is $67, the strike price is $69, the underlying stock volatility is 31 percent, and the risk-free rate is 4 percent? Assume the option has 110 days to expiration. (Use 365 days in a year. Do not round intermediate calculations. Round your answer to 2 decimal places.)

Value of a call option?

Answer rating: 100% (QA)

Heres how to estimate the value of the call option using the BlackScholes model Inputs Underlying st... View the full answer