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On October 2, 2018, Tesla stock was trading $305.65. There are options on Tesla stock, Below are the yarigble inputs you require. Using the Black-Scholes-Merton

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On October 2, 2018, Tesla stock was trading $305.65. There are options on Tesla stock, Below are the yarigble inputs you require. Using the Black-Scholes-Merton model and Solyer, solve for the implied volatility that causes the option to be valued at $44.25. The appropriate risk free rate c.c. is 0.85%. These are European Options. Underlying So Call or Put Strike 306.65 Put 300.00 10/2/18 3/15/19 Today Maturity Time to Expiration Volatility Risk Free Rate 59.52% 0.85% #N/ A #N/A #N/A #N/A N(d1) N(d2) 1 Option Premium #N/ A Using Put-Call Parity Solve for the Value of the $300.00 strike call given the information above. #N/A Confirm your calculation from Put-Call parity with the Black-Scholes-Merton formula #N/A

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