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Posted on Jul 16, 2024

Roslin Robotics stock has a volatility of 2 8 % and a current stock price of $ 6 9 per share. Roslin pays no dividends.

Roslin Robotics stock has a volatility of

28%

and a current stock price of

$69

per share. Roslin pays no dividends. The risk-free interest is

6%.

Determine the Black-Scholes value of a one-year, at-the-money call option on Roslin stock.

What is the Black-Scholes value of a one-year, at-the-money call option on Roslin stock?

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