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Price the 230 day put and call options with a strike price of $115 over a stock currently trading at $113.47, which is expected to
Price the 230 day put and call options with a strike price of $115 over a stock currently trading at $113.47, which is expected to pay a dividend in 17 days time of $2.68 and another dividend in 198 days of $3.15, that has a volatility of 46.50%pa, when the continuously compounded risk free rate is 0.75%. What is the intrinsic value of these options?
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By extracting the information The strike price of put and call options 115 The current market price of put and call options or Price of underlying ass...
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