Question
The call premium for a 6-month stock option with a strike of 5,400 is 369. The current market price of the stock is 5,200 and
The call premium for a 6-month stock option with a strike of 5,400 is 369. The current market price of the stock is 5,200 and the interest rate is 4%. There are no dividends. calculate the approximate option implied volatility of the underlying stock. Show your working.
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HBR Guide To Finance Basics For Managers
Authors: Harvard Business Review
1st Edition
1422187306, 978-1422187302
