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The call option contract sells at a premium of $24.00 per share with a strike price of $150.00 per share. The rate of interest of
The call option contract sells at a premium of $24.00 per share with a strike price of $150.00 per share. The rate of interest of call option contract is 10.00% and time to maturity is 3 months. Calculate the put premium using put-call parity if the spot price of the stock is 15.00% less than strike price. (Use continuous compounding). A: Put premium is $49.65. B: Put premium is $42.80. C: Put premium is $48.05. D: Put premium is $24.00
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