Question
Use the CBOE Options Valuation Tool (Links to an external site.) to determine the value of an option with: Underlying priced at $48 and pays
Use the CBOE Options Valuation Tool (Links to an external site.) to determine the value of an option with:
- Underlying priced at $48 and pays no dividends
- 68 days until the option expires
- You estimate the volatility of the stock's price to be 23% standard deviation.
- The risk free rate today is 1%
- This is an American style CALL option
- Strike price is $50
Enter the value of the option, per share, without any "$" punctuation.
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Financial Institutions Management A Risk Management Approach
Authors: Anthony Saunders, Marcia Millon Cornett
9th edition
1259717771, 1259717772, 9781260048186, 1260048187, 978-1259717772
