precondition

There is a call option on Hill shares with an exercise price of $30. If we expect the Hill share price to be $35 at the option expiry date in six months, what will be the pay-off from the put option?

Given exercise price =$30

Stock price =$35

Put payoff per share= [MAX (strike price-stock price, 0)-premium per share]

Since we are not given the premium per share so we assume it to be 0

Therefore, Put payoff = maximum (30-35), 0-0

So,Put payoff=0

question:

If the risk-free rate is currently 2 per cent and the share return volatility (variance) of Hill's ordinary shares was 5.00 per cent per annum, what would be the traded price of the Hill call option?