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Is it reasonable that: For Stock ABC with the December next year Forward at: $460. A PUT option on ABC, with a strike of $500,

Is it reasonable that:

For Stock ABC with the December next year Forward at: $460.

A PUT option on ABC, with a strike of $500, costs $35?

A.

No because the minimum intrinsic is $40.

B.

Yes because it depends on the distribution; that is defined by the volatility and time to maturity

C.

No, because $35 feels low for a stock with such a high price per share.

D.

Yes because it can be that Intrinsic is $40, Extrinsic negative $5

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