Question
Calculate the European call & put option given the following information: Consider the following information about Standard Bank Namibia which is listed on the Namibian
Calculate the European call & put option given the following information: Consider the following information about Standard Bank Namibia which is listed on the Namibian Stock Exchange (NSX); Current Stock Price is N$13, Exercise Price is N$12, time to expiration is 75 days , Volatility is 26% and the risk free rate is 3 %. Show all your calculations.
1. What is the value of the European call option?
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Fundamentals Of Healthcare Finance
Authors: Louis C. Gapenski
2nd Edition
1567934757, 978-1567934755
