Question 8\ 2.5 points\ TSLA stock price is currently at

$700

. The

$600

-strike European TSLA call option expiring one year from now has a delta of 0.75 . ) of the option is 0.45 . Assume a continuous compounding interest rate of

6%

and no dividend. Compute the Black-Merton-Scholes value of the call option (round to 0.01 ).

TSLA stock price is currently at $700. The $600-strike European TSLA call option expiring one year from now has a delta of 0.75 . N(d2) of the option is 0.45 . Assume a continuous compounding interest rate of 6% and no dividend. Compute the Black-Merton-Scholes value of the call option (round to 0.01 )