the common shares of Twitter Incorporated recently traded on the NYSC for $$95$ per share you have employees stock options to purchase $$1,000$ shares for $$100$ per share the options expire in $3$ years assume that the annualized volatility of Twitter stock is $85\%$ and that the interest rate is $2\mathrm{.}5\%.$

Using an option pricing calculator such as the one, estimate the value of your options.

What is the estimated value of the options if their maturity is six months instwad of three years.