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European call option with a delivery price of $50 that expires in 2.6 months The quotation is 4 yuan, and the current price of the
European call option with a delivery price of $50 that expires in 2.6 months
The quotation is 4 yuan, and the current price of the target is 30 yuan. Assuming half a year
The risk-free rate is 10% per annum (continuously compounded).
(1) May I ask the European put period with the same delivery price and expiry date
What should be the price of the rights?
(2) If the above options are American, they have the same delivery price
What is the price range of the American put option with the expiration date?
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