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Posted on Jul 26, 2024

A non paying dividend stock is priced at 5 0 . Call option delta is 0 . 5 . Stock volatility is 0 . 2

A non paying dividend stock is priced at

50 .

Call option delta is

0.5 .

Stock volatility is

0.29 .

By using BS model, the premium of

55 -

strike priced European call option in

6

months is

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