Calculate the value of a call


Use the Black-Scholes formula for the following stock: Time to expiration = 6 months Standard deviation = 50 % per year Exercise price = 52 Stock price = 51 Interest rate = 3 % Calculate the value of a call option. (Do not round intermediate calculations. Round your answer to 2 decimal places. Omit the "$" sign in your response.) Value of a call option $

 

Request for Solution File

Ask an Expert for Answer!!
Financial Management: Calculate the value of a call
Reference No:- TGS02848971

Expected delivery within 24 Hours