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A stock is currently priced at $61 and has an annual standard deviation of 41 percent. The dividend yield of the stock is 2.1 percent
A stock is currently priced at $61 and has an annual standard deviation of 41 percent. The dividend yield of the stock is 2.1 percent and the risk-free rate is 2.8 percent. What is the value of a call option on the stock with a strike price of $58 and 11 days to expiration? (Use 365 days in a year. Do not round intermediate calculations. Round your answer to 2 decimal places.) Value of a call option
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