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Call option chg to volatility Using the Black-Scholes model calculate the value of a call option with the following information: Item Values Stock price $53

Call option chg to volatility

Using the Black-Scholes model calculate the value of a call option with the following information:

Item Values
Stock price $53
Strike price - exercise price $49.29
Stock's standard deviation 20.2%
risk free rate 2.3%
time 2.25

What is the call price?

What would be the call price if the stock's volatility was 25.2%?

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Call option chg to Time

Using the Black-Scholes model calculate the value of a call option with the following information:

Item Values
Stock price $73
Strike price - exercise price $61.32
Stock's standard deviation 26.8%
risk free rate 2.5%
time 0.25

What is the call price?

What would be the call price if the time to expiration was 5.25?

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