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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Modern Equity Investing Strategies
Authors: Anatoly B Schmidt
1st Edition
9811239495, 978-9811239496
