"TSLA stock price is currently at $800. The $1000-strike European TSLA call option expiring on December 18, 2020 has a delta of 0.45. N(d2) of the option is 0.25. Assume zero interest rate and no dividend. Compute the Black-Merton-Scholes value of the TSLA European put option at the same strike and expiry."

"TSLA stock price is currently at $800. The $1000-strike European TSLA call option expiring on December 18, 2020 has a delta of 0.45. N(d2) of the option is 0.25. Assume zero interest rate and no dividend. Compute the Black-Merton-Scholes value of the call option."

"TSLA stock price is currently at $800. The $1000-strike European TSLA call option expiring on December 18, 2020 has a delta of 0.45. N(d2) of the option is 0.25. Assume zero interest rate and no dividend. Compute the Black-Merton-Scholes delta (in decimals with correct signs) of the TSLA European put option at the same strike and expiry."

TSLA stock price is currently at $800. The 6-month $1000-strike European call option on TSLA has a delta of 0.46. N(d2) of the option is 0.26. TSLA does not pay dividend. Continuously compounding interest rate is 5%. Compute the Black-Merton-Scholes value of the call option.

TSLA stock price is currently at $800. The 6-month $1000-strike European call option on TSLA has a delta of 0.46. N(d2) of the option is 0.26. TSLA does not pay dividend. Continuously compounding interest rate is 5%. Compute the Black-Merton-Scholes value of the TSLA European put option at the same strike and expiry.