Question
Assume that the current XYZ stock price is equal to $33, the volatility of XYZ is 32%, and XYZ stock pays 1% dividends each year.
Assume that the current XYZ stock price is equal to $33, the volatility of XYZ is 32%, and XYZ stock pays 1% dividends each year. The risk free interest rate is 6% today. Consider an European call option with a strike price of $35, and suppose that the option will be expired after 68 days from today (1 year = 365 days). Then, what is the value of the call option?
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Decoding The Metaverse Expand Your Business Using Web3
Authors: Chris Duffey
1st Edition
1398609048, 978-1398609044
