Question
a non-dividend paying stock is currently trading at $6 and its volatility is 30% per annum. Risk free rate is 12% per annum. Consider European
a non-dividend paying stock is currently trading at $6 and its volatility is 30% per annum. Risk free rate is 12% per annum. Consider European put option with a strike price of $58 that will expire in three months. What is the price of this put option based on black-scholes model?
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Contemporary Engineering Economics
Authors: Chan S. Park
5th edition
136118488, 978-8120342095, 8120342097, 978-0136118480
