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The common shares of Twitter, Inc. (TWTR) recently traded on the NYSE for $19.50 per share. You have employee stock options to purchase 1000 TWTR

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The common shares of Twitter, Inc. (TWTR) recently traded on the NYSE for $19.50 per share. You have employee stock options to purchase 1000 TWTR shares for $175 per share. The options expire in three years. Assume that the annualized volatility of TWTR stock is 86.4 percent and that the interest rate is 3.0 percent . (Assume the options are European options that may only be exercised at the maturity date) Is this option a call or a put? Call Put b. Using an option pricing calculator such as the one at ereti.com/blacks choles, estimate the value of your TWTR options. (Round your answer to nearest whole number) Vale of you. TWTA tion What the estimated value of the options if their maturity months instead of the c. What is the estimated value of the options if their maturity is six months instead of three years? (Round your answer to nearest whole number.) Voor d. What is the estimated value of the options if their maturity is three years, but TWTR's volatility is 610 percent (Round your answer to nearest whole number) Va of the con

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