Solved: Black-scholes option pricing model, Finance Basics

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Black-scholes option pricing model

Problem: Assume that you have been given the following information on Purcell Industries.

Current Stock price=$15 Strike price of option =$15
Time to maturity of option =6    mos    Risk-free rate =6%
Variance of stock return=0.12

d1 = 0.24495    N(d1) =0.59675
d2 = 0.00000    N(d2)= 0.50000

According to the Black-Scholes option pricing model, what is the options' value?

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Finance Basics: Black-scholes option pricing model

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