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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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