Question
The risk-free rate is .10%. On 2020-04-30, TSLA traded for 524 USD. In one month, TSLA can either go up to 576.4 USD or down
The risk-free rate is .10%. On 2020-04-30, TSLA traded for 524 USD. In one month, TSLA can either go up to 576.4 USD or down to 471.6 USD. Suppose that on 2020-04-30, you went short a 530.1304 USD put. What was the option premium that you paid or received?
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The Concise Guide To Mergers Acquisitions And Divestitures Business Legal Finance Accounting Tax And Process Aspects
Authors: R. Brown
1st Edition
0230600786,0230608949
