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Todays price of Amazon (AMZN) is $1, 500 per share. A retail investor purchases an at-the-money European call option on AMZN with a maturity of

Todays price of Amazon (AMZN) is $1, 500 per share. A retail investor purchases an at-the-money European call option on AMZN with a maturity of six months. She pays a premium of $99.41. The c.c. risk-free interest rate is four percent.

What is the intrinsic value of the call option?

What is the time value?

What is the deferred payment value?

What is the potentiality value?

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