Question
Use Black/Scholes formula to calculate the theoretical price of a call given the following info: Stock Px 66 Exercise Px 60 Variance 0.4839 Std Dev
Use Black/Scholes formula to calculate the theoretical price of a call given the following info:
Stock Px 66 Exercise Px 60 Variance 0.4839 Std Dev ?
Int Rate 5% Time remaining 219 days
- ln s/k
- (r + var/2) x sqrt (t)
- Std x (sqrt t)
- d1 =
- d2 =
- K x e rt
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Public Finance
Authors: Harvey Rosen, Robert Guell, Ted Gayer
9th Edition
0073511358, 9780073511351
