Question
Assume the market price of a European call is $6, that the current stock price is $100.50, that T = 0.09 and that the exercise
Assume the market price of a European call is $6, that the current stock price is $100.50, that T = 0.09 and that the exercise price is $100.
The implied volatility of this call is approximately
| 50% | ||
| 30% | ||
| 65% | ||
| 100% |
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Technical Analysis Of Stock Trends
Authors: Robert D. Edwards, John Magee, W.H.C. Bassetti
8th Edition
0814406807, 978-0814406809
