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Using black-scholes european put option, how can we calculate put option price, by giving r is 0.03 and time to maturity is 19/365. strike price
Using black-scholes european put option, how can we calculate put option price, by giving r is 0.03 and time to maturity is 19/365. strike price at 365.
HPQ210416P00027000 2021-04-05 2:58PM EDT H 27.00 0.00 0.01 0.00 0.00 1 25.00% 351 HPQ210416P00028000 2021-04-08 11:29AM EDT 28.00 0.05 0.00 0.00 0.00 46 418 25.00% HPQ210416P00028500 2021-03-29 1:04PM EDT 28.50 0.10 0.00 0.00 0.00 1 101 25.00% HPQ210416P00029000 2021-04-05 9:30AM EDT 29.00 0.05 0.00 0.00 0.00 1 972 25.00% HPQ210416P00029500 2021-03-31 1:09PM EDT 29.50 0.09 0.00 0.00 0.00 1 11 12.50% HPQ210416P00030000 2021-04-06 11:54AM EDT 30.00 0.05 0.00 0.00 0.00 2 950 12.50% HPQ210416P00027000 2021-04-05 2:58PM EDT H 27.00 0.00 0.01 0.00 0.00 1 25.00% 351 HPQ210416P00028000 2021-04-08 11:29AM EDT 28.00 0.05 0.00 0.00 0.00 46 418 25.00% HPQ210416P00028500 2021-03-29 1:04PM EDT 28.50 0.10 0.00 0.00 0.00 1 101 25.00% HPQ210416P00029000 2021-04-05 9:30AM EDT 29.00 0.05 0.00 0.00 0.00 1 972 25.00% HPQ210416P00029500 2021-03-31 1:09PM EDT 29.50 0.09 0.00 0.00 0.00 1 11 12.50% HPQ210416P00030000 2021-04-06 11:54AM EDT 30.00 0.05 0.00 0.00 0.00 2 950 12.50%Step by Step Solution
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