You just read that a 6-month European call option on Bent Inc. with a strike price of
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Question:
You just read that a 6-month European call option on Bent Inc. with a strike price of $50 is selling for $6.31. The current stock price is $52.75 and its annual volatility is 10%. The current risk free rate for all periods up to a year is 8.25% per annum with continuous compounding. What is the value of the put with the same strike and expiration?
Related Book For
Multinational Finance Evaluating Opportunities Costs and Risks of Operations
ISBN: 978-1118270127
5th edition
Authors: Kirt C. Butler
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