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TSLA is a non - dividend paying stock. The price of one TSLA share today is $ 1 4 1 . TSLA price volatility is

TSLA is a non

-

dividend paying stock. The price of one TSLA share today is $

141 .

TSLA price volatility is

71 %

per annum. The Treasury spot curve is flat at

4 %

per annum. Use Black

-

Scholes

-

Merton to value a

1 -

year European Put option on the stock with a strike price of $

141 .

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