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Exxon Mobile (XOM) stock and options data is provided below. INPUTS Standard deviation (annual, ) 23.50% Expiration (in years, T) 1.000 Risk-free rate (annual, Rf)
Exxon Mobile (XOM) stock and options data is provided below.
INPUTS | |
Standard deviation (annual, ) | 23.50% |
Expiration (in years, T) | 1.000 |
Risk-free rate (annual, Rf) | 1.22% |
Stock Price (P) | 142.07 |
Exercise price (X) | 150 |
Dividend yield (annual, ) | 1.54% |
What is the value of N(d1)?
Enter your answer in the following format: 0.1234
Hint: Answer is between 0.4012 and 0.6078
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