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Black & Sholes S 0 = 100; K = 100; V = 30%; t = 0.25; R = 5%; C 0 = ? S 1

Black & Sholes

  1. S0 = 100; K = 100; V = 30%; t = 0.25; R = 5%; C0 = ?
  2. S1 = 101; K = 100; V = 30%; t = 0.25; R = 5%; C1 = ?
  3. S1 = 99; K=100; V = 30%; t = 0.25; R = 5%; C2 = ?
  • Calculate d1
  • Calculate d2
  • Find N(d1)
  • Find N(d2)
  • Find C

I would be very grateful to you, if you could help me solve these

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