Question
A European call option on Tesla, Inc. (TSLA) stock is currently selling for $18. The option has a strike price of $185 and matures in
A European call option on Tesla, Inc. (TSLA) stock is currently selling for $18. The option has a strike price of $185 and matures in two months. The current price of TSLA is $187 per share. The risk-free interest rate is 2% annually. What is the implied volatility of the TSLA return?
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Analysis Synthesis And Design Of Chemical Processes
Authors: Richard Turton, Joseph Shaeiwitz, Debangsu Bhattacharyya, Wallace Whiting
5th Edition
0134177401, 978-0134177403
