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Assuming Google's stock has an implied volatility of 27.10%, use the Black-Scholes option pricing formula and the market data in the table below along with
Assuming Google's stock has an implied volatility of 27.10%, use the Black-Scholes option pricing formula and the market data in the table below along with a risk-free rate of 0.25% per annum, to calculate the value of the 800 January 2014 call option. Use a 365-day year. The value of the 750 January 2014 call option is $ (Round to the nearest cent.) Assuming Google's stock has an implied volatility of 27.10%, use the Black-Scholes option pricing formula and the market data in the table below along with a risk-free rate of 0.25% per annum, to calculate the value of the 800 January 2014 call option. Use a 365-day year. The value of the 750 January 2014 call option is $ (Round to the nearest cent.)
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