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What are the prices of a call option and a put option with the following characteristics? (Do not round intermediate calculations and round your answers
What are the prices of a call option and a put option with the following characteristics? (Do not round intermediate calculations and round your answers to 2 decimal places, e.g., 32.16.)
| Stock price | = | $76 |
| Exercise price | = | $75 |
| Risk-free rate | = | 4.50% per year, compounded continuously |
| Maturity | = | 4 months |
| Standard deviation | = | 63% per year |
| Call price | $ | ||
| Put price | $ | ||
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The Ultra High Net Worth Bankers Handbook
Authors: Heinrich Weber, Stephan Meier
1st Edition
1905641753, 978-1905641758
