Consider the following data Stock price Rs 1 0 0 Months to expiration 3 monthsRisk free rate of interest 1 0 p a Standard deviation of stock 4 0 Exercise price Rs 1 1 0 Option type European callCalculate the value of call option as per Black Scholes Model

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Consider the following data :Stock price: Rs . 1 0 0 Months to expiration = 3 monthsRisk - free rate of interest = 1 0

Consider the following data :Stock price: Rs

. 100

Months to expiration

= 3

monthsRisk

-

free rate of interest

= 10 %

.

.

Standard deviation of stock

= 40 %

Exercise price

=

. 110

Option type

=

European callCalculate the value of call option as per Black

-

Scholes Model

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